+428.9%
XLF vs SWKS
+1,076.2%
-647.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.4% |
| 7D | -1.0% | +5.7% | -6.7% | -1.9% |
| 30D | +6.5% | +17.3% | -10.8% | +3.7% |
| 3M | +1.8% | +28.3% | -26.5% | -2.9% |
| 6M | +15.4% | +26.1% | -10.7% | +9.4% |
| YTD | +8.4% | +41.1% | -32.7% | +0.2% |
| 1Y | +11.9% | +31.4% | -19.5% | +4.7% |
| 3Y | +81.1% | +7.3% | +73.8% | +70.4% |
| 5Y | +59.5% | -37.7% | +97.2% | +61.8% |
| 10Y | +225.2% | +46.0% | +179.1% | +181.8% |
| All | +428.9% | +1,076.2% | -647.3% | +178.3% |
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