+29.0%
XLB vs SWKS
-42.6%
+71.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -1.5% | -6.2% | +4.7% | -0.1% |
| 30D | +6.1% | -1.5% | +7.5% | +6.3% |
| 3M | 0.0% | +23.0% | -22.9% | -5.8% |
| 6M | 0.0% | +27.6% | -27.7% | -7.9% |
| YTD | +16.0% | +32.3% | -16.3% | +4.7% |
| 1Y | +24.7% | +20.1% | +4.6% | +15.5% |
| 3Y | +40.4% | +0.6% | +39.7% | +27.5% |
| All | +29.0% | -42.6% | +71.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling