+163.9%
XLE vs SWKS
+37.5%
+126.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -7.9% | -2.7% | -5.1% | -7.2% |
| 30D | -4.8% | +8.5% | -13.3% | -6.8% |
| 3M | +8.4% | +17.3% | -8.9% | +2.8% |
| 6M | +12.7% | +25.1% | -12.4% | +3.2% |
| YTD | +41.3% | +33.3% | +7.9% | +25.7% |
| 1Y | +42.3% | +22.9% | +19.4% | +29.5% |
| 3Y | +65.1% | +5.5% | +59.5% | +47.5% |
| 5Y | +150.2% | -41.9% | +192.1% | +163.2% |
| 10Y | +163.9% | +32.4% | +131.5% | +97.3% |
| All | +163.9% | +37.5% | +126.4% | +97.3% |
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