+0.5%
XLU vs SWKS
+30.3%
-29.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.8% | +0.1% |
| 7D | +0.5% | +5.7% | -5.2% | +0.4% |
| 30D | +5.3% | +17.3% | -12.1% | +4.9% |
| 3M | +1.2% | +28.3% | -27.1% | +0.6% |
| 6M | -1.6% | +26.1% | -27.6% | -2.2% |
| YTD | +4.8% | +41.1% | -36.3% | +4.3% |
| 1Y | +0.5% | +31.4% | -30.9% | +0.1% |
| All | +0.5% | +30.3% | -29.8% | +0.1% |
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 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