+513.3%
XRT vs SWK
+258.5%
+254.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +0.8% | -0.4% | +1.3% | +1.0% |
| 30D | -4.2% | -5.7% | +1.5% | -1.3% |
| 3M | +5.1% | +24.1% | -19.0% | -6.8% |
| 6M | +2.4% | +24.7% | -22.3% | -10.1% |
| YTD | +3.2% | +33.9% | -30.7% | -13.2% |
| 1Y | +1.5% | +34.7% | -33.2% | -15.5% |
| 3Y | +40.6% | +15.3% | +25.3% | +20.7% |
| 5Y | -1.0% | -39.3% | +38.3% | +15.5% |
| 10Y | +128.4% | +2.5% | +125.9% | +79.3% |
| All | +513.3% | +258.5% | +254.8% | +97.9% |
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