+776.9%
XLK vs SWKS
+58.1%
+718.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.8% | -11.2% | -5.6% |
| 7D | -0.4% | +17.5% | -17.9% | -7.4% |
| 30D | -0.5% | +23.0% | -23.4% | -9.4% |
| 3M | +5.0% | +19.5% | -14.6% | -3.8% |
| 6M | +32.9% | +54.3% | -21.5% | +6.4% |
| YTD | +29.0% | +35.3% | -6.3% | +8.5% |
| 1Y | +37.8% | +17.9% | +20.0% | +22.5% |
| 3Y | +118.7% | -6.8% | +125.5% | +102.5% |
| 5Y | +145.6% | -45.4% | +191.0% | +184.6% |
| All | +776.9% | +58.1% | +718.8% | +530.2% |
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