+46.7%
XLB vs SWKS
+3.5%
+43.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -1.4% | -2.7% | +1.4% | -0.9% |
| 30D | +7.1% | +8.5% | -1.4% | +5.5% |
| 3M | +0.6% | +17.3% | -16.7% | -2.9% |
| 6M | +3.5% | +25.1% | -21.6% | -2.3% |
| YTD | +18.2% | +33.3% | -15.1% | +9.2% |
| 1Y | +25.6% | +22.9% | +2.7% | +18.0% |
| 3Y | +46.7% | +5.5% | +41.1% | +27.1% |
| All | +46.7% | +3.5% | +43.2% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling