+50.5%
XLU vs SWKS
-15.7%
+66.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.7% |
| 7D | +2.1% | +11.8% | -9.7% | +1.4% |
| 30D | -0.4% | +6.7% | -7.1% | -0.8% |
| 3M | +0.5% | 0.0% | +0.5% | +0.4% |
| 6M | -5.8% | +38.7% | -44.5% | -8.3% |
| YTD | +3.1% | +21.4% | -18.2% | +1.3% |
| 1Y | +8.1% | +2.9% | +5.2% | +7.3% |
| 3Y | +50.5% | -16.4% | +66.9% | +40.2% |
| All | +50.5% | -15.7% | +66.2% | +40.2% |
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 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