+144.8%
IBM vs SWKS
+49.5%
+95.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.2% | -2.1% |
| 7D | -0.3% | +10.9% | -11.2% | -2.7% |
| 30D | +6.8% | +17.6% | -10.8% | +2.8% |
| 3M | +4.4% | +29.2% | -24.8% | -2.6% |
| 6M | +13.2% | +37.0% | -23.8% | +2.6% |
| YTD | -15.1% | +44.9% | -60.1% | -24.9% |
| 1Y | -20.2% | +33.8% | -54.0% | -28.0% |
| 3Y | +79.3% | +10.2% | +69.1% | +62.0% |
| 5Y | +147.5% | -37.0% | +184.5% | +153.8% |
| All | +144.8% | +49.5% | +95.3% | +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