+31.8%
SHEL vs SWKS
+20.8%
+11.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.7% | -3.1% | -3.5% | -6.5% |
| 30D | -2.9% | +8.3% | -11.2% | -3.2% |
| 3M | +9.1% | +20.2% | -11.1% | +8.7% |
| 6M | +17.9% | +24.9% | -7.0% | +17.2% |
| YTD | +36.0% | +33.2% | +2.9% | +36.1% |
| 1Y | +31.8% | +23.6% | +8.2% | +32.5% |
| All | +31.8% | +20.8% | +11.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling