+1,127.6%
XLY vs SWKS
+893.4%
+234.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -1.9% |
| 7D | -2.0% | +12.5% | -14.5% | -3.8% |
| 30D | -3.1% | +10.5% | -13.6% | -4.7% |
| 3M | -1.8% | -7.4% | +5.6% | -1.1% |
| 6M | -0.9% | +32.7% | -33.5% | -6.1% |
| YTD | -3.4% | +19.2% | -22.5% | -7.2% |
| 1Y | -1.5% | +2.4% | -3.9% | -3.4% |
| 3Y | +38.8% | -25.6% | +64.4% | +40.4% |
| 5Y | +30.5% | -53.4% | +83.9% | +40.5% |
| 10Y | +215.3% | +23.2% | +192.1% | +192.1% |
| All | +1,127.6% | +893.4% | +234.1% | +627.1% |
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