-2.5%
IBM vs SWKS
+4.6%
-7.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | -0.3% | +12.5% | -12.8% | -1.3% |
| 30D | +0.3% | +10.5% | -10.2% | -0.6% |
| 3M | -21.6% | -7.4% | -14.2% | -21.7% |
| 6M | -4.7% | +32.7% | -37.4% | -10.1% |
| YTD | -19.1% | +19.2% | -38.2% | -22.3% |
| 1Y | -2.5% | +2.4% | -4.9% | -4.9% |
| All | -2.5% | +4.6% | -7.1% | -4.9% |
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