+76.5%
XOP vs SWK
-23.3%
+99.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.4% |
| 7D | -10.0% | +10.7% | -20.7% | -12.2% |
| 30D | -9.1% | +33.3% | -42.4% | -14.9% |
| 3M | +5.1% | +14.7% | -9.6% | +1.5% |
| 6M | +6.4% | +48.5% | -42.1% | -4.1% |
| YTD | +39.7% | +63.9% | -24.2% | +21.1% |
| 1Y | +37.2% | +80.4% | -43.2% | +15.3% |
| 3Y | +37.6% | +58.1% | -20.5% | +15.6% |
| 5Y | +76.5% | -24.5% | +101.0% | +76.1% |
| All | +76.5% | -23.3% | +99.8% | +76.1% |
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