+142.1%
IBM vs SWKS
-44.4%
+186.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | -4.3% | -9.2% | +4.9% | -2.9% |
| 30D | +11.7% | -1.9% | +13.6% | +11.9% |
| 3M | +5.5% | +21.2% | -15.7% | +1.6% |
| 6M | +9.5% | +12.9% | -3.4% | +5.5% |
| YTD | -14.9% | +30.7% | -45.6% | -20.6% |
| 1Y | -17.4% | +14.1% | -31.5% | -21.0% |
| 3Y | +83.3% | -1.7% | +85.0% | +73.2% |
| 5Y | +142.1% | -43.0% | +185.1% | +137.0% |
| All | +142.1% | -44.4% | +186.5% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling