+8.1%
XLU vs SWK
+24.6%
-16.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.1% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | -0.4% | -8.9% | +8.5% | +0.3% |
| 3M | +0.5% | +20.5% | -20.0% | -1.2% |
| 6M | -5.8% | +27.1% | -32.9% | -8.0% |
| YTD | +3.1% | +30.2% | -27.0% | +0.7% |
| 1Y | +8.1% | +24.8% | -16.6% | +6.1% |
| All | +8.1% | +24.6% | -16.5% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling