+133.1%
XLC vs SWKS
+1.4%
+131.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.2% |
| 7D | +7.1% | -2.7% | +9.8% | +7.9% |
| 30D | -2.7% | +8.5% | -11.2% | -5.1% |
| 3M | -3.2% | +17.3% | -20.5% | -9.0% |
| 6M | -7.7% | +25.1% | -32.8% | -16.5% |
| YTD | -8.0% | +33.3% | -41.3% | -19.7% |
| 1Y | -3.1% | +22.9% | -26.0% | -13.2% |
| 3Y | +64.9% | +5.5% | +59.4% | +43.8% |
| 5Y | +39.5% | -41.9% | +81.4% | +48.5% |
| All | +133.1% | +1.4% | +131.7% | +79.9% |
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