+50.6%
LYB vs SWK
+87.6%
-37.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +13.1% | -17.8% | -3.2% |
| 7D | -6.2% | +17.9% | -24.1% | -4.3% |
| 30D | +6.3% | +31.9% | -25.6% | +9.4% |
| 3M | +4.1% | +16.6% | -12.5% | +6.0% |
| 6M | -15.5% | +61.1% | -76.6% | -13.6% |
| YTD | +50.2% | +64.2% | -14.0% | +51.3% |
| 1Y | +50.6% | +85.2% | -34.6% | +42.1% |
| All | +50.6% | +87.6% | -37.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling