+35.8%
XLC vs SWKS
-42.6%
+78.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +4.9% | -6.2% | +11.0% | +6.3% |
| 30D | -5.8% | -1.5% | -4.3% | -5.7% |
| 3M | -5.4% | +23.0% | -28.4% | -11.2% |
| 6M | -10.2% | +27.6% | -37.8% | -17.9% |
| YTD | -10.2% | +32.3% | -42.5% | -19.8% |
| 1Y | -5.6% | +20.1% | -25.7% | -13.3% |
| 3Y | +61.0% | +0.6% | +60.3% | +42.9% |
| All | +35.8% | -42.6% | +78.5% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling