+235.2%
XLI vs SWKS
+37.5%
+197.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | -0.5% | -2.7% | +2.3% | +0.3% |
| 30D | -0.2% | +8.5% | -8.7% | -2.4% |
| 3M | -8.6% | +17.3% | -25.8% | -13.5% |
| 6M | -2.0% | +25.1% | -27.1% | -10.3% |
| YTD | +9.7% | +33.3% | -23.6% | -2.6% |
| 1Y | +11.4% | +22.9% | -11.5% | +1.2% |
| 3Y | +74.2% | +5.5% | +68.7% | +56.2% |
| 5Y | +70.0% | -41.9% | +111.9% | +79.3% |
| 10Y | +235.2% | +32.4% | +202.8% | +160.4% |
| All | +235.2% | +37.5% | +197.7% | +160.4% |
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