-17.1%
SWKS vs XLRE
+33.2%
-50.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.1% |
| 7D | +12.5% | -1.2% | +13.7% | +13.5% |
| 30D | +10.5% | -2.8% | +13.3% | +13.0% |
| 3M | -7.4% | -0.2% | -7.2% | -7.9% |
| 6M | +32.7% | +1.9% | +30.7% | +29.2% |
| YTD | +19.2% | +10.6% | +8.6% | +7.8% |
| 1Y | +2.4% | +8.8% | -6.4% | -6.3% |
| All | -17.1% | +33.2% | -50.3% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling