+43.6%
XLE vs SWKS
+15.3%
+28.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -12.0% | -6.2% | -5.8% | -11.7% |
| 30D | -2.7% | -1.5% | -1.3% | -2.7% |
| 3M | +6.6% | +23.0% | -16.4% | +5.8% |
| 6M | +9.5% | +27.6% | -18.1% | +8.0% |
| YTD | +40.6% | +32.3% | +8.2% | +39.0% |
| 1Y | +43.6% | +20.1% | +23.5% | +43.2% |
| All | +43.6% | +15.3% | +28.3% | +43.2% |
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