+44.6%
XLP vs SWKS
-44.6%
+89.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.3% | +3.6% |
| 7D | +5.9% | -4.9% | +10.8% | +6.2% |
| 30D | +13.5% | -1.2% | +14.6% | +13.5% |
| 3M | +8.4% | +24.2% | -15.7% | +6.3% |
| 6M | +11.5% | +21.5% | -9.9% | +8.9% |
| YTD | +20.6% | +33.5% | -12.9% | +16.5% |
| 1Y | +24.3% | +18.9% | +5.4% | +21.3% |
| 3Y | +45.1% | +0.4% | +44.7% | +39.6% |
| 5Y | +44.6% | -44.3% | +88.9% | +40.3% |
| All | +44.6% | -44.6% | +89.2% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling