+149.6%
IBM vs SWKS
+33.1%
+116.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.1% |
| 7D | -5.0% | -6.2% | +1.2% | -3.6% |
| 30D | +11.1% | -1.5% | +12.6% | +11.4% |
| 3M | +5.7% | +23.0% | -17.3% | -0.3% |
| 6M | +10.1% | +27.6% | -17.5% | +1.4% |
| YTD | -15.6% | +32.3% | -47.9% | -23.7% |
| 1Y | -19.5% | +20.1% | -39.7% | -25.5% |
| 3Y | +80.4% | +0.6% | +79.7% | +66.5% |
| 5Y | +140.0% | -42.3% | +182.3% | +151.1% |
| All | +149.6% | +33.1% | +116.5% | +88.2% |
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