+643.4%
XLU vs SWK
+626.4%
+16.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +0.8% | -0.4% | +1.3% | +0.9% |
| 30D | -1.3% | -5.7% | +4.4% | -0.1% |
| 3M | -1.3% | +24.1% | -25.4% | -6.4% |
| 6M | -7.6% | +24.7% | -32.3% | -12.9% |
| YTD | +2.3% | +33.9% | -31.7% | -5.4% |
| 1Y | +5.8% | +34.7% | -28.9% | -2.8% |
| 3Y | +50.5% | +15.3% | +35.3% | +39.0% |
| 5Y | +44.1% | -39.3% | +83.4% | +50.7% |
| 10Y | +138.2% | +2.5% | +135.7% | +105.2% |
| All | +643.4% | +626.4% | +16.9% | +274.8% |
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