+80.4%
IBM vs SWKS
-0.7%
+81.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | -5.0% | -6.2% | +1.2% | -4.1% |
| 30D | +11.1% | -1.5% | +12.6% | +11.3% |
| 3M | +5.7% | +23.0% | -17.3% | +1.8% |
| 6M | +10.1% | +27.6% | -17.5% | +3.9% |
| YTD | -15.6% | +32.3% | -47.9% | -21.4% |
| 1Y | -19.5% | +20.1% | -39.7% | -23.7% |
| 3Y | +80.4% | +0.6% | +79.7% | +63.8% |
| All | +80.4% | -0.7% | +81.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling