+134.0%
XLC vs SWKS
+1.3%
+132.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.2% | -3.1% | +9.4% | +7.1% |
| 30D | -2.4% | +8.3% | -10.7% | -4.7% |
| 3M | -3.3% | +20.2% | -23.6% | -9.8% |
| 6M | -7.3% | +24.9% | -32.2% | -16.1% |
| YTD | -7.6% | +33.2% | -40.8% | -19.4% |
| 1Y | -3.7% | +23.6% | -27.3% | -14.0% |
| 3Y | +62.9% | +1.3% | +61.7% | +44.4% |
| 5Y | +41.6% | -40.6% | +82.2% | +49.5% |
| All | +134.0% | +1.3% | +132.7% | +80.7% |
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