+137.1%
EOG vs SWK
+18.1%
+119.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +7.6% | -1.4% | +9.0% | +8.0% |
| 30D | +3.4% | +25.5% | -22.1% | -4.9% |
| 3M | +12.7% | +11.8% | +0.9% | +7.5% |
| 6M | +19.0% | +48.7% | -29.7% | +1.2% |
| YTD | +55.6% | +57.2% | -1.6% | +27.0% |
| 1Y | +49.5% | +75.3% | -25.7% | +16.7% |
| 3Y | +43.2% | +51.9% | -8.8% | +10.9% |
| 5Y | +111.8% | -30.7% | +142.6% | +128.4% |
| All | +137.1% | +18.1% | +119.0% | +86.2% |
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