+168.1%
XLB vs SWKS
+45.5%
+122.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.0% | -5.6% | -1.4% |
| 7D | -1.6% | +5.7% | -7.3% | -3.2% |
| 30D | +7.2% | +17.3% | -10.1% | +2.4% |
| 3M | 0.0% | +28.3% | -28.2% | -8.1% |
| 6M | +2.3% | +26.1% | -23.8% | -6.9% |
| YTD | +18.4% | +41.1% | -22.7% | +2.8% |
| 1Y | +23.3% | +31.4% | -8.1% | +9.3% |
| 3Y | +45.2% | +7.3% | +37.9% | +29.0% |
| 5Y | +31.0% | -37.7% | +68.7% | +35.5% |
| All | +168.1% | +45.5% | +122.7% | +99.5% |
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