-20.9%
LYB vs SWK
+14.2%
-35.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.9% |
| 7D | -0.9% | -0.7% | -0.1% | -0.7% |
| 30D | +9.5% | -9.7% | +19.2% | +13.1% |
| 3M | +1.3% | +19.5% | -18.2% | -6.6% |
| 6M | -1.7% | +26.0% | -27.7% | -12.8% |
| YTD | +54.1% | +29.1% | +25.1% | +34.7% |
| 1Y | +25.7% | +23.7% | +2.0% | +11.7% |
| 3Y | -20.9% | +15.3% | -36.2% | -32.7% |
| All | -20.9% | +14.2% | -35.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling