+48.3%
XLE vs SWKS
+4.6%
+43.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.0% |
| 7D | +2.2% | +12.5% | -10.3% | +1.7% |
| 30D | +11.8% | +10.5% | +1.3% | +11.3% |
| 3M | +9.8% | -7.4% | +17.2% | +11.2% |
| 6M | +15.6% | +32.7% | -17.1% | +13.4% |
| YTD | +45.3% | +19.2% | +26.1% | +43.8% |
| 1Y | +48.3% | +2.4% | +45.9% | +47.2% |
| All | +48.3% | +4.6% | +43.7% | +47.2% |
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