+53.2%
XLV vs SWKS
-37.8%
+91.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -5.9% | -0.7% |
| 7D | -0.4% | +5.7% | -6.1% | -1.0% |
| 30D | +9.9% | +17.3% | -7.5% | +7.8% |
| 3M | +12.9% | +28.3% | -15.4% | +8.8% |
| 6M | +33.2% | +26.1% | +7.1% | +27.7% |
| YTD | +23.6% | +41.1% | -17.5% | +15.8% |
| 1Y | +27.5% | +31.4% | -3.9% | +20.7% |
| 3Y | +57.3% | +7.3% | +50.0% | +47.7% |
| All | +53.2% | -37.8% | +91.0% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling