-13.3%
IBM vs SWKS
+14.2%
-27.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +1.9% |
| 7D | +0.4% | -4.9% | +5.4% | +0.8% |
| 30D | +14.8% | -1.2% | +16.0% | +14.8% |
| 3M | +8.9% | +24.2% | -15.2% | +7.0% |
| 6M | +12.4% | +21.5% | -9.0% | +8.2% |
| YTD | -12.4% | +33.5% | -45.9% | -17.2% |
| 1Y | -13.3% | +18.9% | -32.2% | -16.0% |
| All | -13.3% | +14.2% | -27.4% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling