+160.6%
XLB vs SWKS
+23.7%
+136.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -1.4% |
| 7D | -1.4% | +12.5% | -13.9% | -4.8% |
| 30D | -0.4% | +10.5% | -10.9% | -3.4% |
| 3M | +2.0% | -7.4% | +9.4% | +3.3% |
| 6M | +1.8% | +32.7% | -30.8% | -8.7% |
| YTD | +16.6% | +19.2% | -2.6% | +7.5% |
| 1Y | +16.9% | +2.4% | +14.6% | +12.4% |
| 3Y | +32.6% | -25.6% | +58.2% | +33.7% |
| 5Y | +35.6% | -53.4% | +89.1% | +55.1% |
| All | +160.6% | +23.7% | +136.9% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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