+218.2%
XLY vs SWK
-0.7%
+218.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +0.9% | -0.5% |
| 7D | -2.1% | -4.6% | +2.5% | -0.4% |
| 30D | -6.0% | -9.9% | +3.9% | -2.3% |
| 3M | -2.7% | +15.4% | -18.2% | -8.4% |
| 6M | -1.5% | +25.0% | -26.4% | -10.5% |
| YTD | -5.4% | +27.2% | -32.7% | -15.2% |
| 1Y | -3.8% | +24.6% | -28.4% | -13.5% |
| 3Y | +36.6% | +13.7% | +22.9% | +21.6% |
| 5Y | +27.4% | -41.5% | +68.9% | +43.1% |
| 10Y | +218.2% | +0.7% | +217.5% | +167.8% |
| All | +218.2% | -0.7% | +218.9% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling