-4.1%
XLC vs SWKS
+33.5%
-37.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.0% |
| 7D | +3.1% | +10.9% | -7.8% | +3.0% |
| 30D | -4.2% | +17.6% | -21.8% | -4.4% |
| 3M | -2.1% | +29.2% | -31.3% | -2.7% |
| 6M | -6.6% | +37.0% | -43.6% | -7.6% |
| YTD | -7.8% | +44.9% | -52.7% | -10.2% |
| 1Y | -4.1% | +33.8% | -37.9% | -5.0% |
| All | -4.1% | +33.5% | -37.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling