+121.6%
XLK vs SWKS
-20.0%
+141.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.4% |
| 7D | +0.9% | +12.5% | -11.7% | -2.9% |
| 30D | +0.7% | +10.5% | -9.8% | -2.5% |
| 3M | -2.9% | -7.4% | +4.5% | -1.1% |
| 6M | +34.3% | +32.7% | +1.6% | +20.3% |
| YTD | +30.4% | +19.2% | +11.2% | +20.3% |
| 1Y | +43.4% | +2.4% | +41.0% | +38.8% |
| All | +121.6% | -20.0% | +141.6% | +115.3% |
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 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