+925.7%
XLV vs SWKS
+893.4%
+32.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.4% |
| 7D | +0.2% | +12.5% | -12.3% | -1.1% |
| 30D | +4.4% | +10.5% | -6.1% | +3.3% |
| 3M | +13.2% | -7.4% | +20.6% | +13.7% |
| 6M | +10.1% | +32.7% | -22.6% | +6.0% |
| YTD | +11.7% | +19.2% | -7.5% | +8.6% |
| 1Y | +26.9% | +2.4% | +24.5% | +25.1% |
| 3Y | +35.0% | -25.6% | +60.6% | +35.3% |
| 5Y | +35.9% | -53.4% | +89.3% | +41.3% |
| 10Y | +179.0% | +23.2% | +155.8% | +158.4% |
| All | +925.7% | +893.4% | +32.2% | +563.9% |
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 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