+82.5%
XOP vs SWK
+258.5%
-176.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +15.4% | -5.7% | +21.2% | +18.9% |
| 3M | +12.1% | +24.1% | -12.0% | -2.7% |
| 6M | +19.7% | +24.7% | -5.0% | +1.0% |
| YTD | +52.4% | +33.9% | +18.5% | +22.4% |
| 1Y | +47.6% | +34.7% | +12.9% | +16.3% |
| 3Y | +34.4% | +15.3% | +19.1% | +7.2% |
| 5Y | +154.4% | -39.3% | +193.7% | +181.6% |
| 10Y | +54.7% | +2.5% | +52.2% | +11.0% |
| All | +82.5% | +258.5% | -176.0% | -52.9% |
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 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