+169.4%
XLV vs SWKS
+66.2%
+103.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.2% |
| 7D | -3.6% | +19.4% | -22.9% | -6.9% |
| 30D | -1.8% | +26.8% | -28.6% | -6.4% |
| 3M | +7.8% | +21.5% | -13.7% | +3.1% |
| 6M | +9.1% | +61.0% | -51.9% | -2.6% |
| YTD | +7.7% | +42.2% | -34.5% | -1.6% |
| 1Y | +20.4% | +22.1% | -1.7% | +13.0% |
| 3Y | +30.8% | -0.9% | +31.6% | +23.4% |
| 5Y | +34.6% | -42.6% | +77.3% | +41.4% |
| All | +169.4% | +66.2% | +103.2% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling