+1,320.0%
XLK vs SWKS
+1,010.1%
+309.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | -3.1% | -1.2% | -3.5% |
| 30D | -15.0% | +8.3% | -23.4% | -16.7% |
| 3M | -9.2% | +20.2% | -29.5% | -14.1% |
| 6M | -3.5% | +24.9% | -28.5% | -10.2% |
| YTD | +17.7% | +33.2% | -15.4% | +6.9% |
| 1Y | +14.9% | +23.6% | -8.7% | +6.2% |
| 3Y | +91.8% | +1.3% | +90.5% | +81.0% |
| 5Y | +113.1% | -40.6% | +153.6% | +127.5% |
| 10Y | +703.1% | +35.3% | +667.8% | +594.6% |
| All | +1,320.0% | +1,010.1% | +309.9% | +414.8% |
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