+15.4%
XLF vs SWKS
+32.5%
-17.2%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | +0.6% |
| 7D | -1.0% | +5.7% | -6.7% | -1.0% |
| 30D | +6.5% | +17.3% | -10.8% | +6.5% |
| 3M | +1.8% | +28.3% | -26.5% | +1.9% |
| 6M | +15.4% | +26.1% | -10.7% | +15.1% |
| All | +15.4% | +32.5% | -17.2% | +15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling