+415.6%
XLF vs SWKS
+1,003.1%
-587.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +1.2% | -6.2% | +7.3% | +2.2% |
| 30D | +6.3% | -1.5% | +7.8% | +6.5% |
| 3M | -0.8% | +23.0% | -23.7% | -4.8% |
| 6M | +11.0% | +27.6% | -16.6% | +5.0% |
| YTD | +5.6% | +32.3% | -26.7% | -1.3% |
| 1Y | +10.8% | +20.1% | -9.3% | +5.2% |
| 3Y | +77.8% | +0.6% | +77.1% | +69.0% |
| 5Y | +55.6% | -42.3% | +97.9% | +59.9% |
| 10Y | +252.5% | +35.9% | +216.5% | +209.1% |
| All | +415.6% | +1,003.1% | -587.4% | +174.2% |
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