+132.4%
IBM vs SWKS
+23.7%
+108.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.8% |
| 7D | -0.3% | +12.5% | -12.8% | -3.1% |
| 30D | +0.3% | +10.5% | -10.2% | -2.2% |
| 3M | -21.6% | -7.4% | -14.2% | -20.7% |
| 6M | -4.7% | +32.7% | -37.4% | -13.0% |
| YTD | -19.1% | +19.2% | -38.2% | -24.3% |
| 1Y | -2.5% | +2.4% | -4.9% | -5.7% |
| 3Y | +74.2% | -25.6% | +99.8% | +75.2% |
| 5Y | +113.1% | -53.4% | +166.6% | +137.9% |
| All | +132.4% | +23.7% | +108.7% | +77.1% |
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