+246.4%
XLF vs SWKS
+30.1%
+216.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | +0.2% | +11.8% | -11.6% | -2.9% |
| 30D | -0.5% | +6.7% | -7.3% | -2.4% |
| 3M | +10.6% | 0.0% | +10.6% | +9.7% |
| 6M | +14.3% | +38.7% | -24.4% | +1.5% |
| YTD | +5.5% | +21.4% | -15.8% | -3.0% |
| 1Y | +9.6% | +2.9% | +6.7% | +5.1% |
| 3Y | +75.2% | -16.4% | +91.6% | +69.2% |
| 5Y | +65.5% | -51.2% | +116.7% | +85.3% |
| 10Y | +246.4% | +31.0% | +215.4% | +163.7% |
| All | +246.4% | +30.1% | +216.3% | +163.7% |
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