-51.2%
SWKS vs XLRE
+8.1%
-59.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +11.8% | -0.3% | +12.1% | +12.0% |
| 30D | +6.7% | -2.4% | +9.1% | +8.8% |
| 3M | 0.0% | +0.6% | -0.6% | -1.1% |
| 6M | +38.7% | +3.9% | +34.8% | +32.8% |
| YTD | +21.4% | +10.5% | +10.9% | +10.2% |
| 1Y | +2.9% | +8.4% | -5.5% | -5.2% |
| 3Y | -16.4% | +32.8% | -49.2% | -35.7% |
| 5Y | -51.2% | +7.0% | -58.2% | -56.1% |
| All | -51.2% | +8.1% | -59.2% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling