+155.5%
GE vs SWKS
+33.1%
+122.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | +7.1% | -6.2% | +13.3% | +8.9% |
| 30D | +6.5% | -1.5% | +7.9% | +6.7% |
| 3M | -13.6% | +23.0% | -36.5% | -19.8% |
| 6M | +6.0% | +27.6% | -21.6% | -4.4% |
| YTD | +5.4% | +32.3% | -26.9% | -7.4% |
| 1Y | +6.5% | +20.1% | -13.7% | -3.7% |
| 3Y | +268.6% | +0.6% | +267.9% | +231.4% |
| 5Y | +389.0% | -42.3% | +431.4% | +417.8% |
| All | +155.5% | +33.1% | +122.4% | +105.4% |
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