+228.0%
XLI vs SWKS
+31.8%
+196.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -1.5% | -3.1% | +1.6% | -0.6% |
| 30D | -0.3% | +8.3% | -8.6% | -2.5% |
| 3M | -8.4% | +20.2% | -28.6% | -14.0% |
| 6M | -2.1% | +24.9% | -27.0% | -10.3% |
| YTD | +9.6% | +33.2% | -23.5% | -2.7% |
| 1Y | +10.7% | +23.6% | -12.9% | +0.4% |
| 3Y | +71.6% | +1.3% | +70.3% | +56.0% |
| 5Y | +70.8% | -40.6% | +111.4% | +78.8% |
| 10Y | +228.0% | +35.3% | +192.7% | +153.6% |
| All | +228.0% | +31.8% | +196.1% | +153.6% |
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