+661.2%
XLU vs SWK
+788.8%
-127.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.9% |
| 7D | +0.3% | +10.7% | -10.4% | -2.2% |
| 30D | +5.7% | +33.3% | -27.6% | -1.1% |
| 3M | +1.2% | +14.7% | -13.5% | -2.2% |
| 6M | -0.7% | +48.5% | -49.2% | -9.9% |
| YTD | +4.7% | +63.9% | -59.2% | -7.7% |
| 1Y | +0.4% | +80.4% | -80.0% | -13.5% |
| 3Y | +59.6% | +58.1% | +1.5% | +37.0% |
| 5Y | +52.9% | -24.5% | +77.4% | +51.9% |
| 10Y | +153.5% | +29.5% | +124.0% | +106.6% |
| All | +661.2% | +788.8% | -127.7% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling