+60.3%
XLC vs SWKS
-1.9%
+62.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +3.1% | -9.2% | +12.3% | +4.2% |
| 30D | -6.5% | -1.9% | -4.6% | -6.4% |
| 3M | -5.6% | +21.2% | -26.8% | -8.4% |
| 6M | -9.2% | +12.9% | -22.1% | -11.9% |
| YTD | -10.6% | +30.7% | -41.3% | -15.7% |
| 1Y | -6.9% | +14.1% | -21.0% | -10.1% |
| All | +60.3% | -1.9% | +62.2% | +45.2% |
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