+67.4%
XLF vs SWKS
-53.5%
+121.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | 0.0% | +12.5% | -12.5% | -2.4% |
| 30D | +0.2% | +10.5% | -10.3% | -2.0% |
| 3M | +11.7% | -7.4% | +19.1% | +12.8% |
| 6M | +13.8% | +32.7% | -18.9% | +4.7% |
| YTD | +7.0% | +19.2% | -12.2% | +0.7% |
| 1Y | +9.1% | +2.4% | +6.8% | +5.9% |
| 3Y | +75.6% | -25.6% | +101.2% | +76.3% |
| All | +67.4% | -53.5% | +121.0% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling