+165.7%
SHEL vs SWKS
-36.1%
+201.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.3% |
| 7D | -1.6% | +10.9% | -12.4% | -3.0% |
| 30D | -4.3% | +17.6% | -21.9% | -6.4% |
| 3M | +10.4% | +29.2% | -18.8% | +6.0% |
| 6M | +17.5% | +37.0% | -19.4% | +11.0% |
| YTD | +37.8% | +44.9% | -7.1% | +28.3% |
| 1Y | +33.8% | +33.8% | 0.0% | +26.1% |
| 3Y | +69.1% | +10.2% | +58.9% | +56.7% |
| 5Y | +165.7% | -37.0% | +202.7% | +161.3% |
| All | +165.7% | -36.1% | +201.8% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling