+64.9%
XLC vs SWKS
+3.5%
+61.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +7.1% | -2.7% | +9.8% | +7.4% |
| 30D | -2.7% | +8.5% | -11.2% | -3.7% |
| 3M | -3.2% | +17.3% | -20.5% | -5.6% |
| 6M | -7.7% | +25.1% | -32.8% | -11.6% |
| YTD | -8.0% | +33.3% | -41.3% | -13.4% |
| 1Y | -3.1% | +22.9% | -26.0% | -7.5% |
| 3Y | +64.9% | +5.5% | +59.4% | +44.3% |
| All | +64.9% | +3.5% | +61.4% | +44.3% |
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