+28.9%
XLY vs SWK
-38.5%
+67.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -4.9% | -8.9% | +4.0% | -1.8% |
| 3M | -1.0% | +20.5% | -21.5% | -7.8% |
| 6M | 0.0% | +27.1% | -27.1% | -9.1% |
| YTD | -4.2% | +30.2% | -34.3% | -14.1% |
| 1Y | -2.7% | +24.8% | -27.4% | -11.9% |
| 3Y | +38.4% | +16.3% | +22.1% | +22.7% |
| 5Y | +28.9% | -40.1% | +69.0% | +41.9% |
| All | +28.9% | -38.5% | +67.4% | +41.9% |
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