+4.3%
XLY vs SWK
+74.4%
-70.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.0% | -1.4% | +3.4% | +2.4% |
| 30D | +7.6% | +25.5% | -17.8% | +1.1% |
| 3M | +1.5% | +11.8% | -10.3% | -1.7% |
| 6M | +1.5% | +48.7% | -47.2% | -9.4% |
| YTD | +1.1% | +57.2% | -56.1% | -12.3% |
| 1Y | +4.3% | +75.3% | -71.0% | -13.0% |
| All | +4.3% | +74.4% | -70.1% | -13.0% |
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