+31.4%
SWKS vs XLRE
+116.9%
-85.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -3.1% | +2.1% | -5.2% | -4.9% |
| 30D | +8.3% | +7.1% | +1.2% | +2.3% |
| 3M | +20.2% | +1.3% | +19.0% | +18.5% |
| 6M | +24.9% | +2.1% | +22.8% | +21.7% |
| YTD | +33.2% | +13.1% | +20.0% | +19.2% |
| 1Y | +23.6% | +11.9% | +11.7% | +11.7% |
| 3Y | +1.3% | +43.7% | -42.4% | -25.1% |
| 5Y | -40.6% | +9.7% | -50.3% | -46.0% |
| 10Y | +35.3% | +113.0% | -77.7% | -20.6% |
| All | +31.4% | +116.9% | -85.5% | -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