+448.7%
AXP vs SWKS
+33.1%
+415.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.6% |
| 7D | +0.6% | -6.2% | +6.7% | +2.6% |
| 30D | +5.8% | -1.5% | +7.3% | +6.1% |
| 3M | -6.0% | +23.0% | -29.0% | -14.0% |
| 6M | +0.3% | +27.6% | -27.3% | -11.4% |
| YTD | -12.3% | +32.3% | -44.6% | -24.7% |
| 1Y | -11.2% | +20.1% | -31.4% | -21.1% |
| 3Y | +117.0% | +0.6% | +116.4% | +92.2% |
| 5Y | +93.2% | -42.3% | +135.5% | +106.8% |
| All | +448.7% | +33.1% | +415.6% | +312.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling