-4.7%
XRT vs SWK
-25.5%
+20.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | +0.9% | +11.0% | -10.2% | -4.0% |
| 30D | +7.9% | +30.1% | -22.1% | -4.4% |
| 3M | -0.2% | +14.7% | -14.8% | -6.6% |
| 6M | +5.6% | +44.5% | -38.9% | -11.6% |
| YTD | +5.7% | +59.4% | -53.7% | -16.4% |
| 1Y | +14.6% | +77.5% | -62.9% | -14.0% |
| 3Y | +50.7% | +49.5% | +1.2% | +16.9% |
| All | -4.7% | -25.5% | +20.8% | -1.4% |
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 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