+2,629.4%
SHEL vs SWKS
+9,235.4%
-6,606.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -8.8% | -6.2% | -2.7% | -8.3% |
| 30D | +2.3% | -1.5% | +3.8% | +2.4% |
| 3M | +11.6% | +23.0% | -11.4% | +9.2% |
| 6M | +15.7% | +27.6% | -11.9% | +12.4% |
| YTD | +38.6% | +32.3% | +6.2% | +33.8% |
| 1Y | +38.5% | +20.1% | +18.4% | +34.8% |
| 3Y | +66.9% | +0.6% | +66.2% | +62.7% |
| 5Y | +160.6% | -42.3% | +202.9% | +164.0% |
| 10Y | +214.1% | +35.9% | +178.2% | +193.9% |
| All | +2,629.4% | +9,235.4% | -6,606.0% | +1,685.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling