+152.6%
XRT vs SWK
+32.9%
+119.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +2.4% |
| 7D | +2.5% | +10.7% | -8.2% | -2.4% |
| 30D | +10.3% | +33.3% | -23.0% | -3.6% |
| 3M | +2.4% | +14.7% | -12.3% | -4.3% |
| 6M | +10.0% | +48.5% | -38.5% | -9.4% |
| YTD | +9.5% | +63.9% | -54.3% | -14.8% |
| 1Y | +17.2% | +80.4% | -63.2% | -13.1% |
| 3Y | +62.0% | +58.1% | +3.9% | +22.2% |
| 5Y | -2.1% | -24.5% | +22.4% | +1.4% |
| 10Y | +152.6% | +29.5% | +123.1% | +93.1% |
| All | +152.6% | +32.9% | +119.7% | +93.1% |
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 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