+153.1%
GE vs SWKS
+23.7%
+129.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.1% |
| 7D | -1.6% | +12.5% | -14.1% | -5.0% |
| 30D | -11.6% | +10.5% | -22.1% | -14.3% |
| 3M | +3.0% | -7.4% | +10.4% | +4.3% |
| 6M | -0.5% | +32.7% | -33.2% | -11.3% |
| YTD | +9.7% | +19.2% | -9.4% | +0.6% |
| 1Y | +20.0% | +2.4% | +17.7% | +14.8% |
| 3Y | +275.8% | -25.6% | +301.5% | +277.9% |
| 5Y | +429.1% | -53.4% | +482.5% | +505.4% |
| All | +153.1% | +23.7% | +129.4% | +101.4% |
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