+161.1%
XLU vs SWKS
+49.5%
+111.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | +1.2% | +10.9% | -9.7% | -0.2% |
| 30D | +4.6% | +17.6% | -13.0% | +2.4% |
| 3M | +0.7% | +29.2% | -28.5% | -3.2% |
| 6M | -1.7% | +37.0% | -38.7% | -6.9% |
| YTD | +4.8% | +44.9% | -40.2% | -2.1% |
| 1Y | +0.2% | +33.8% | -33.6% | -5.3% |
| 3Y | +58.9% | +10.2% | +48.6% | +49.2% |
| 5Y | +52.8% | -37.0% | +89.8% | +54.4% |
| All | +161.1% | +49.5% | +111.6% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling