+174.3%
XLE vs SWKS
+23.7%
+150.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.8% |
| 7D | +2.2% | +12.5% | -10.3% | -1.0% |
| 30D | +11.8% | +10.5% | +1.3% | +8.6% |
| 3M | +9.8% | -7.4% | +17.2% | +11.0% |
| 6M | +15.6% | +32.7% | -17.1% | +4.1% |
| YTD | +45.3% | +19.2% | +26.1% | +34.4% |
| 1Y | +48.3% | +2.4% | +45.9% | +42.4% |
| 3Y | +55.4% | -25.6% | +81.1% | +55.9% |
| 5Y | +216.1% | -53.4% | +269.5% | +258.7% |
| All | +174.3% | +23.7% | +150.6% | +106.4% |
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