+988.5%
XLE vs SWKS
+989.9%
-1.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | -10.3% | -9.2% | -1.1% | -9.2% |
| 30D | -3.3% | -1.9% | -1.4% | -3.1% |
| 3M | +8.2% | +21.2% | -13.0% | +5.1% |
| 6M | +5.0% | +12.9% | -7.9% | +2.3% |
| YTD | +40.6% | +30.7% | +9.8% | +33.9% |
| 1Y | +45.0% | +14.1% | +30.9% | +40.4% |
| 3Y | +56.3% | -1.7% | +58.0% | +51.3% |
| 5Y | +152.2% | -43.0% | +195.2% | +157.6% |
| 10Y | +173.0% | +34.3% | +138.7% | +149.6% |
| All | +988.5% | +989.9% | -1.4% | +617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling