-4.1%
XLY vs SWKS
+22.9%
-27.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.3% |
| 7D | -1.7% | +19.4% | -21.1% | -3.7% |
| 30D | -4.2% | +26.8% | -31.0% | -6.8% |
| 3M | -2.7% | +21.5% | -24.2% | -5.2% |
| 6M | -0.6% | +61.0% | -61.6% | -8.0% |
| YTD | -5.0% | +42.2% | -47.3% | -10.5% |
| 1Y | -4.1% | +22.1% | -26.2% | -7.8% |
| All | -4.1% | +22.9% | -27.0% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling