+44.7%
XLU vs SWKS
-52.0%
+96.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.7% |
| 7D | +2.1% | +11.8% | -9.7% | +1.1% |
| 30D | -0.4% | +6.7% | -7.1% | -1.0% |
| 3M | +0.5% | 0.0% | +0.5% | +0.3% |
| 6M | -5.8% | +38.7% | -44.5% | -9.2% |
| YTD | +3.1% | +21.4% | -18.2% | +0.6% |
| 1Y | +8.1% | +2.9% | +5.2% | +6.9% |
| 3Y | +50.5% | -16.4% | +66.9% | +47.8% |
| 5Y | +44.7% | -51.2% | +95.9% | +39.0% |
| All | +44.7% | -52.0% | +96.7% | +39.0% |
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