-7.6%
XLU vs SWKS
+28.1%
-35.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | +0.8% | +12.5% | -11.7% | +0.5% |
| 30D | -1.3% | +10.5% | -11.8% | -1.5% |
| 3M | -1.3% | -7.4% | +6.1% | -0.6% |
| 6M | -7.6% | +32.7% | -40.3% | -8.8% |
| All | -7.6% | +28.1% | -35.7% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling