+143.6%
IBM vs SWKS
+43.2%
+100.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.5% | +0.1% |
| 7D | -1.7% | +5.7% | -7.4% | -3.0% |
| 30D | +10.1% | +17.3% | -7.2% | +6.1% |
| 3M | +4.8% | +28.3% | -23.4% | -2.1% |
| 6M | +12.6% | +26.1% | -13.4% | +4.2% |
| YTD | -13.9% | +41.1% | -55.0% | -23.3% |
| 1Y | -18.7% | +31.4% | -50.1% | -26.3% |
| 3Y | +81.9% | +7.3% | +74.6% | +65.4% |
| 5Y | +148.3% | -37.7% | +186.0% | +155.0% |
| 10Y | +143.6% | +46.0% | +97.6% | +77.7% |
| All | +143.6% | +43.2% | +100.5% | +77.7% |
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