+43.5%
XLU vs SWK
-36.7%
+80.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +0.8% | -0.4% | +1.3% | +0.9% |
| 30D | -1.3% | -5.7% | +4.4% | -0.6% |
| 3M | -1.3% | +24.1% | -25.4% | -4.4% |
| 6M | -7.6% | +24.7% | -32.3% | -10.8% |
| YTD | +2.3% | +33.9% | -31.7% | -2.4% |
| 1Y | +5.8% | +34.7% | -28.9% | +0.6% |
| 3Y | +50.5% | +15.3% | +35.3% | +43.7% |
| All | +43.5% | -36.7% | +80.2% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling