+66.9%
SHEL vs SWKS
-0.7%
+67.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -8.8% | -6.2% | -2.7% | -8.2% |
| 30D | +2.3% | -1.5% | +3.8% | +2.4% |
| 3M | +11.6% | +23.0% | -11.4% | +8.7% |
| 6M | +15.7% | +27.6% | -11.9% | +11.4% |
| YTD | +38.6% | +32.3% | +6.2% | +32.3% |
| 1Y | +38.5% | +20.1% | +18.4% | +34.1% |
| 3Y | +66.9% | +0.6% | +66.2% | +50.8% |
| All | +66.9% | -0.7% | +67.6% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling