+192.6%
SHEL vs SWKS
+25.6%
+167.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | -0.1% |
| 7D | +2.2% | +12.5% | -10.3% | -0.6% |
| 30D | +6.8% | +10.5% | -3.7% | +4.2% |
| 3M | +8.1% | -7.4% | +15.5% | +9.1% |
| 6M | +14.4% | +32.7% | -18.3% | +4.5% |
| YTD | +30.0% | +19.2% | +10.8% | +21.4% |
| 1Y | +33.3% | +2.4% | +30.9% | +28.7% |
| 3Y | +66.4% | -25.6% | +92.1% | +66.6% |
| 5Y | +178.6% | -53.4% | +232.0% | +211.6% |
| All | +192.6% | +25.6% | +167.1% | +125.3% |
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