+72.1%
XLI vs SWKS
+11.4%
+60.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.4% |
| 7D | +4.3% | +10.9% | -6.6% | +2.5% |
| 30D | +0.5% | +17.6% | -17.1% | -2.3% |
| 3M | -8.6% | +29.2% | -37.8% | -13.2% |
| 6M | -2.3% | +37.0% | -39.3% | -9.1% |
| YTD | +10.1% | +44.9% | -34.8% | +0.4% |
| 1Y | +11.0% | +33.8% | -22.8% | +2.9% |
| All | +72.1% | +11.4% | +60.8% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling