+53.3%
XRT vs SWK
+46.5%
+6.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.8% |
| 7D | +2.3% | +11.3% | -8.9% | -2.3% |
| 30D | +9.8% | +28.1% | -18.3% | -1.0% |
| 3M | -0.2% | +12.6% | -12.8% | -5.3% |
| 6M | +8.4% | +51.7% | -43.3% | -9.6% |
| YTD | +7.5% | +60.0% | -52.4% | -13.2% |
| 1Y | +13.2% | +72.7% | -59.5% | -11.8% |
| All | +53.3% | +46.5% | +6.8% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling