+660.1%
XLU vs SWKS
+1,010.1%
-349.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.7% | -3.1% | +3.9% | +0.9% |
| 30D | +5.6% | +8.3% | -2.7% | +5.0% |
| 3M | +2.1% | +20.2% | -18.1% | +0.7% |
| 6M | -0.9% | +24.9% | -25.8% | -2.8% |
| YTD | +4.6% | +33.2% | -28.6% | +1.8% |
| 1Y | +0.3% | +23.6% | -23.2% | -1.9% |
| 3Y | +58.6% | +1.3% | +57.3% | +55.2% |
| 5Y | +51.5% | -40.6% | +92.1% | +52.2% |
| 10Y | +159.4% | +35.3% | +124.1% | +144.4% |
| All | +660.1% | +1,010.1% | -349.9% | +468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling