+508.9%
XLP vs SWKS
+893.4%
-384.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -1.0% | +12.5% | -13.5% | -1.7% |
| 30D | -0.9% | +10.5% | -11.4% | -1.5% |
| 3M | +3.8% | -7.4% | +11.2% | +4.0% |
| 6M | -1.7% | +32.7% | -34.4% | -3.7% |
| YTD | +10.3% | +19.2% | -8.9% | +8.6% |
| 1Y | +7.8% | +2.4% | +5.4% | +7.0% |
| 3Y | +27.2% | -25.6% | +52.8% | +27.2% |
| 5Y | +32.5% | -53.4% | +86.0% | +35.0% |
| 10Y | +101.8% | +23.2% | +78.6% | +93.3% |
| All | +508.9% | +893.4% | -384.5% | +367.8% |
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