+41.4%
XLB vs SWKS
-1.9%
+43.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.6% |
| 7D | -0.4% | -9.2% | +8.8% | +1.2% |
| 30D | +5.2% | -1.9% | +7.1% | +5.4% |
| 3M | -0.1% | +21.2% | -21.4% | -4.3% |
| 6M | +2.4% | +12.9% | -10.5% | -1.5% |
| YTD | +16.9% | +30.7% | -13.9% | +8.3% |
| 1Y | +25.0% | +14.1% | +10.9% | +19.2% |
| All | +41.4% | -1.9% | +43.3% | +24.6% |
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