+215.2%
XLY vs SWKS
+66.2%
+149.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.8% |
| 7D | -1.7% | +19.4% | -21.1% | -7.6% |
| 30D | -4.2% | +26.8% | -31.0% | -11.9% |
| 3M | -2.7% | +21.5% | -24.2% | -9.9% |
| 6M | -0.6% | +61.0% | -61.6% | -18.2% |
| YTD | -5.0% | +42.2% | -47.3% | -18.9% |
| 1Y | -4.1% | +22.1% | -26.2% | -14.0% |
| 3Y | +33.6% | -0.9% | +34.5% | +22.1% |
| 5Y | +28.7% | -42.6% | +71.3% | +40.0% |
| All | +215.2% | +66.2% | +149.0% | +139.3% |
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