+169.1%
XLB vs SWKS
+33.1%
+136.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.5% | -6.2% | +4.7% | +0.2% |
| 30D | +6.1% | -1.5% | +7.5% | +6.3% |
| 3M | 0.0% | +23.0% | -22.9% | -7.0% |
| 6M | 0.0% | +27.6% | -27.7% | -9.5% |
| YTD | +16.0% | +32.3% | -16.3% | +2.6% |
| 1Y | +24.7% | +20.1% | +4.6% | +13.5% |
| 3Y | +40.4% | +0.6% | +39.7% | +27.0% |
| 5Y | +30.7% | -42.3% | +73.0% | +38.3% |
| All | +169.1% | +33.1% | +136.1% | +104.7% |
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