+31.6%
SWKS vs XLRE
+117.2%
-85.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.4% |
| 7D | -2.7% | +2.3% | -5.0% | -4.6% |
| 30D | +8.5% | +7.3% | +1.2% | +2.4% |
| 3M | +17.3% | +0.1% | +17.2% | +16.7% |
| 6M | +25.1% | +2.3% | +22.9% | +21.8% |
| YTD | +33.3% | +13.3% | +20.0% | +19.3% |
| 1Y | +22.9% | +12.0% | +10.9% | +11.0% |
| 3Y | +5.5% | +45.5% | -39.9% | -22.6% |
| 5Y | -41.9% | +9.3% | -51.2% | -47.1% |
| 10Y | +32.4% | +110.1% | -77.7% | -21.8% |
| All | +31.6% | +117.2% | -85.6% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling