+120.5%
EOG vs SWK
+32.9%
+87.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -6.0% | +10.7% | -16.7% | -9.6% |
| 30D | +0.9% | +33.3% | -32.5% | -9.0% |
| 3M | +10.9% | +14.7% | -3.8% | +4.9% |
| 6M | +15.8% | +48.5% | -32.7% | -1.3% |
| YTD | +45.8% | +63.9% | -18.0% | +17.6% |
| 1Y | +45.3% | +80.4% | -35.1% | +12.5% |
| 3Y | +36.2% | +58.1% | -22.0% | +4.3% |
| 5Y | +94.0% | -24.5% | +118.5% | +100.9% |
| 10Y | +120.5% | +29.5% | +91.0% | +78.6% |
| All | +120.5% | +32.9% | +87.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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