+32.9%
XLV vs SWKS
+14.2%
+18.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.1% |
| 7D | +5.5% | -4.9% | +10.5% | +5.6% |
| 30D | +13.3% | -1.2% | +14.5% | +13.3% |
| 3M | +17.4% | +24.2% | -6.7% | +16.6% |
| 6M | +32.1% | +21.5% | +10.6% | +30.5% |
| YTD | +24.0% | +33.5% | -9.5% | +20.0% |
| 1Y | +32.9% | +18.9% | +14.0% | +30.2% |
| All | +32.9% | +14.2% | +18.7% | +30.2% |
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 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