+44.8%
XLP vs SWKS
+0.2%
+44.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.5% |
| 7D | +5.9% | -4.9% | +10.8% | +6.0% |
| 30D | +13.5% | -1.2% | +14.6% | +13.5% |
| 3M | +8.4% | +24.2% | -15.7% | +7.3% |
| 6M | +11.5% | +21.5% | -9.9% | +10.0% |
| YTD | +20.6% | +33.5% | -12.9% | +18.1% |
| 1Y | +24.3% | +18.9% | +5.4% | +22.4% |
| All | +44.8% | +0.2% | +44.6% | +36.1% |
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