+234.4%
XLF vs SWKS
+37.5%
+196.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.7% | -2.7% | +3.5% | +1.4% |
| 30D | +6.0% | +8.5% | -2.5% | +3.6% |
| 3M | +1.0% | +17.3% | -16.3% | -4.4% |
| 6M | +14.0% | +25.1% | -11.1% | +4.2% |
| YTD | +7.2% | +33.3% | -26.2% | -4.9% |
| 1Y | +11.6% | +22.9% | -11.3% | +1.3% |
| 3Y | +81.2% | +5.5% | +75.6% | +61.1% |
| 5Y | +57.9% | -41.9% | +99.8% | +66.3% |
| 10Y | +234.4% | +32.4% | +202.0% | +157.0% |
| All | +234.4% | +37.5% | +196.9% | +157.0% |
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