+20.7%
XLK vs SWKS
+14.2%
+6.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.5% |
| 7D | -7.6% | -4.9% | -2.7% | -6.7% |
| 30D | -12.2% | -1.2% | -11.0% | -12.0% |
| 3M | -5.5% | +24.2% | -29.6% | -10.5% |
| 6M | +9.2% | +21.5% | -12.3% | +3.7% |
| YTD | +23.0% | +33.5% | -10.5% | +14.1% |
| 1Y | +20.7% | +18.9% | +1.8% | +17.3% |
| All | +20.7% | +14.2% | +6.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling