+1,080.1%
XLI vs SWKS
+1,108.3%
-28.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | +4.3% | +10.9% | -6.6% | +2.7% |
| 30D | +0.5% | +17.6% | -17.1% | -2.0% |
| 3M | -8.6% | +29.2% | -37.8% | -12.5% |
| 6M | -2.3% | +37.0% | -39.3% | -7.9% |
| YTD | +10.1% | +44.9% | -34.8% | +2.4% |
| 1Y | +11.0% | +33.8% | -22.8% | +4.4% |
| 3Y | +72.3% | +10.2% | +62.1% | +63.2% |
| 5Y | +70.8% | -37.0% | +107.8% | +73.4% |
| 10Y | +228.7% | +50.0% | +178.7% | +189.6% |
| All | +1,080.1% | +1,108.3% | -28.2% | +578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling