+1,336.5%
XLK vs SWKS
+1,011.7%
+324.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -1.9% | -2.7% | +0.8% | -1.2% |
| 30D | -14.0% | +8.5% | -22.5% | -15.7% |
| 3M | -9.0% | +17.3% | -26.3% | -13.3% |
| 6M | -2.4% | +25.1% | -27.5% | -9.2% |
| YTD | +19.1% | +33.3% | -14.2% | +8.1% |
| 1Y | +19.2% | +22.9% | -3.7% | +10.3% |
| 3Y | +99.1% | +5.5% | +93.5% | +86.0% |
| 5Y | +112.0% | -41.9% | +153.9% | +127.6% |
| 10Y | +699.4% | +32.4% | +667.0% | +594.6% |
| All | +1,336.5% | +1,011.7% | +324.9% | +420.6% |
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