+50.8%
SWKS vs XLRE
+112.9%
-62.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.4% | +0.8% | +8.6% | +8.7% |
| 30D | +17.0% | +6.9% | +10.0% | +10.5% |
| 3M | +28.9% | -0.8% | +29.8% | +29.2% |
| 6M | +33.1% | +2.1% | +31.0% | +29.6% |
| YTD | +44.8% | +12.6% | +32.2% | +29.6% |
| 1Y | +36.2% | +12.5% | +23.7% | +22.1% |
| 3Y | +11.5% | +44.2% | -32.7% | -18.7% |
| 5Y | -37.1% | +9.1% | -46.2% | -42.8% |
| All | +50.8% | +112.9% | -62.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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