+42.6%
XOP vs SWK
+32.9%
+9.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.9% |
| 7D | -10.0% | +10.7% | -20.7% | -14.4% |
| 30D | -9.1% | +33.3% | -42.4% | -20.1% |
| 3M | +5.1% | +14.7% | -9.6% | -2.0% |
| 6M | +6.4% | +48.5% | -42.1% | -12.8% |
| YTD | +39.7% | +63.9% | -24.2% | +7.0% |
| 1Y | +37.2% | +80.4% | -43.2% | 0.0% |
| 3Y | +37.6% | +58.1% | -20.5% | 0.0% |
| 5Y | +76.5% | -24.5% | +101.0% | +83.0% |
| 10Y | +42.6% | +29.5% | +13.2% | +11.7% |
| All | +42.6% | +32.9% | +9.8% | +11.7% |
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