+152.4%
XRT vs SWK
+30.0%
+122.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.6% |
| 7D | +2.3% | +11.3% | -8.9% | -2.8% |
| 30D | +9.8% | +28.1% | -18.3% | -2.3% |
| 3M | -0.2% | +12.6% | -12.8% | -5.9% |
| 6M | +8.4% | +51.7% | -43.3% | -11.7% |
| YTD | +7.5% | +60.0% | -52.4% | -15.5% |
| 1Y | +13.2% | +72.7% | -59.5% | -14.4% |
| 3Y | +52.0% | +46.3% | +5.7% | +19.0% |
| 5Y | -3.2% | -24.6% | +21.5% | +0.3% |
| All | +152.4% | +30.0% | +122.4% | +92.7% |
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