+52.7%
SWKS vs XLRE
+87.4%
-34.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.6% | +10.5% |
| 7D | +17.5% | -2.7% | +20.2% | +20.0% |
| 30D | +23.0% | -2.3% | +25.3% | +25.1% |
| 3M | +19.5% | -3.5% | +23.0% | +22.4% |
| 6M | +54.3% | +1.9% | +52.4% | +50.5% |
| YTD | +35.3% | +8.3% | +26.9% | +25.5% |
| 1Y | +17.9% | +6.4% | +11.5% | +10.8% |
| 3Y | -6.8% | +30.2% | -37.0% | -25.9% |
| 5Y | -45.4% | +8.6% | -54.0% | -50.0% |
| All | +52.7% | +87.4% | -34.8% | -3.8% |
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