+233.0%
XLI vs SWKS
+33.1%
+199.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -2.8% | -6.2% | +3.3% | -1.2% |
| 30D | -3.1% | -1.5% | -1.6% | -2.8% |
| 3M | -11.7% | +23.0% | -34.7% | -17.7% |
| 6M | -7.6% | +27.6% | -35.2% | -15.9% |
| YTD | +5.7% | +32.3% | -26.6% | -6.0% |
| 1Y | +7.8% | +20.1% | -12.3% | -1.4% |
| 3Y | +67.4% | +0.6% | +66.7% | +52.4% |
| 5Y | +64.8% | -42.3% | +107.1% | +74.1% |
| All | +233.0% | +33.1% | +199.9% | +159.2% |
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 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