+27.4%
XLY vs SWKS
-50.3%
+77.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.8% |
| 7D | -2.1% | +6.8% | -8.9% | -4.2% |
| 30D | -6.0% | +11.3% | -17.3% | -9.4% |
| 3M | -2.7% | +4.1% | -6.8% | -4.8% |
| 6M | -1.5% | +39.7% | -41.1% | -14.8% |
| YTD | -5.4% | +23.2% | -28.7% | -15.0% |
| 1Y | -3.8% | +5.3% | -9.1% | -8.9% |
| 3Y | +36.6% | -15.1% | +51.7% | +31.2% |
| 5Y | +27.4% | -50.3% | +77.7% | +51.8% |
| All | +27.4% | -50.3% | +77.7% | +51.8% |
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 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