+38.4%
XLY vs SWKS
-15.7%
+54.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | -0.5% | +11.8% | -12.3% | -3.1% |
| 30D | -4.9% | +6.7% | -11.6% | -6.4% |
| 3M | -1.0% | 0.0% | -1.0% | -1.5% |
| 6M | 0.0% | +38.7% | -38.7% | -9.6% |
| YTD | -4.2% | +21.4% | -25.5% | -10.7% |
| 1Y | -2.7% | +2.9% | -5.6% | -5.5% |
| 3Y | +38.4% | -16.4% | +54.8% | +31.2% |
| All | +38.4% | -15.7% | +54.1% | +31.2% |
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