+21.3%
XLP vs SWKS
+30.3%
-8.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | +0.5% |
| 7D | -0.5% | +5.7% | -6.2% | -0.5% |
| 30D | +8.3% | +17.3% | -9.0% | +8.3% |
| 3M | +8.7% | +28.3% | -19.6% | +8.5% |
| 6M | +11.2% | +26.1% | -14.9% | +10.4% |
| YTD | +20.0% | +41.1% | -21.1% | +17.6% |
| 1Y | +21.3% | +31.4% | -10.1% | +19.2% |
| All | +21.3% | +30.3% | -8.9% | +19.2% |
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 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