+31.7%
XLV vs SWKS
-16.4%
+48.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.5% |
| 7D | -3.7% | +6.8% | -10.5% | -4.3% |
| 30D | -1.1% | +11.3% | -12.4% | -2.2% |
| 3M | +8.2% | +4.1% | +4.2% | +7.6% |
| 6M | +8.9% | +39.7% | -30.8% | +3.8% |
| YTD | +8.5% | +23.2% | -14.7% | +4.8% |
| 1Y | +22.3% | +5.3% | +17.0% | +20.2% |
| All | +31.7% | -16.4% | +48.2% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling