+1,196.0%
XLY vs SWK
+776.3%
+419.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.6% |
| 7D | +3.2% | +11.3% | -8.1% | -1.7% |
| 30D | +7.3% | +31.5% | -24.2% | -5.0% |
| 3M | +1.4% | +14.4% | -13.1% | -4.9% |
| 6M | +1.1% | +46.4% | -45.3% | -15.2% |
| YTD | +2.0% | +61.6% | -59.6% | -19.1% |
| 1Y | +2.1% | +78.7% | -76.6% | -22.7% |
| 3Y | +53.8% | +54.4% | -0.6% | +17.7% |
| 5Y | +24.0% | -25.3% | +49.3% | +26.1% |
| 10Y | +238.3% | +22.4% | +215.9% | +149.8% |
| All | +1,196.0% | +776.3% | +419.7% | +244.4% |
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