+49.9%
XLE vs SWKS
+14.2%
+35.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.6% |
| 7D | -7.2% | -4.9% | -2.3% | -7.0% |
| 30D | +0.1% | -1.2% | +1.3% | +0.2% |
| 3M | +9.2% | +24.2% | -15.0% | +8.4% |
| 6M | +8.4% | +21.5% | -13.1% | +7.8% |
| YTD | +44.9% | +33.5% | +11.4% | +43.4% |
| 1Y | +49.9% | +18.9% | +30.9% | +49.2% |
| All | +49.9% | +14.2% | +35.7% | +49.2% |
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 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