+204.1%
SHEL vs SWKS
+37.5%
+166.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -5.8% | -2.7% | -3.0% | -5.2% |
| 30D | -1.3% | +8.5% | -9.8% | -3.1% |
| 3M | +12.7% | +17.3% | -4.6% | +7.7% |
| 6M | +19.9% | +25.1% | -5.2% | +11.1% |
| YTD | +38.3% | +33.3% | +4.9% | +24.9% |
| 1Y | +35.7% | +22.9% | +12.8% | +25.1% |
| 3Y | +71.7% | +5.5% | +66.2% | +55.1% |
| 5Y | +158.4% | -41.9% | +200.3% | +170.4% |
| 10Y | +204.1% | +32.4% | +171.6% | +133.5% |
| All | +204.1% | +37.5% | +166.5% | +133.5% |
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