-53.0%
SWKS vs XEL
+28.0%
-81.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +12.5% | -1.0% | +13.5% | +12.8% |
| 30D | +10.5% | -1.9% | +12.4% | +11.0% |
| 3M | -7.4% | -1.9% | -5.5% | -7.2% |
| 6M | +32.7% | -7.4% | +40.1% | +34.9% |
| YTD | +19.2% | +4.1% | +15.1% | +17.8% |
| 1Y | +2.4% | +8.0% | -5.7% | 0.0% |
| 3Y | -25.6% | +48.4% | -74.0% | -33.8% |
| All | -53.0% | +28.0% | -81.0% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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