+252.4%
XLI vs SWKS
+30.1%
+222.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.0% |
| 7D | +1.0% | +11.8% | -10.8% | -2.2% |
| 30D | -5.8% | +6.7% | -12.6% | -7.6% |
| 3M | +0.7% | 0.0% | +0.7% | -0.1% |
| 6M | +3.2% | +38.7% | -35.5% | -8.2% |
| YTD | +13.0% | +21.4% | -8.3% | +4.1% |
| 1Y | +16.8% | +2.9% | +13.9% | +12.3% |
| 3Y | +72.4% | -16.4% | +88.8% | +67.8% |
| 5Y | +82.8% | -51.2% | +133.9% | +104.8% |
| 10Y | +252.4% | +31.0% | +221.4% | +171.5% |
| All | +252.4% | +30.1% | +222.3% | +171.5% |
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