+1,195.4%
XLY vs SWK
+770.2%
+425.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.1% |
| 30D | +7.8% | +30.4% | -22.7% | -4.2% |
| 3M | +1.7% | +12.1% | -10.4% | -3.7% |
| 6M | +1.8% | +49.1% | -47.3% | -15.3% |
| YTD | +2.0% | +60.4% | -58.5% | -18.9% |
| 1Y | +1.8% | +78.3% | -76.5% | -22.8% |
| 3Y | +53.7% | +53.3% | +0.4% | +18.0% |
| 5Y | +24.2% | -27.0% | +51.2% | +27.7% |
| 10Y | +236.3% | +20.8% | +215.4% | +149.7% |
| All | +1,195.4% | +770.2% | +425.2% | +245.3% |
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