+1,184.6%
XLY vs SWKS
+1,107.1%
+77.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +2.0% | +9.4% | -7.4% | +0.6% |
| 30D | +7.6% | +17.0% | -9.4% | +5.0% |
| 3M | +1.5% | +28.9% | -27.4% | -3.1% |
| 6M | +1.5% | +33.1% | -31.7% | -4.2% |
| YTD | +1.1% | +44.8% | -43.7% | -6.3% |
| 1Y | +4.3% | +36.2% | -31.9% | -2.5% |
| 3Y | +51.8% | +11.5% | +40.3% | +43.5% |
| 5Y | +22.8% | -37.1% | +59.8% | +25.7% |
| 10Y | +233.4% | +49.9% | +183.6% | +198.1% |
| All | +1,184.6% | +1,107.1% | +77.5% | +633.7% |
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