+176.5%
XLE vs SWKS
+49.5%
+127.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +0.8% |
| 7D | +4.4% | +10.9% | -6.5% | +1.6% |
| 30D | -4.3% | +17.6% | -21.9% | -8.3% |
| 3M | +6.0% | +29.2% | -23.2% | -1.9% |
| 6M | +13.2% | +37.0% | -23.7% | +1.3% |
| YTD | +46.7% | +44.9% | +1.8% | +27.7% |
| 1Y | +46.6% | +33.8% | +12.8% | +30.5% |
| 3Y | +69.6% | +10.2% | +59.4% | +50.2% |
| 5Y | +166.5% | -37.0% | +203.5% | +174.5% |
| All | +176.5% | +49.5% | +127.0% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling