+2,460.3%
SHEL vs SWKS
+8,307.4%
-5,847.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | +0.4% |
| 7D | +2.2% | +12.5% | -10.3% | +1.2% |
| 30D | +6.8% | +10.5% | -3.7% | +5.8% |
| 3M | +8.1% | -7.4% | +15.5% | +8.5% |
| 6M | +14.4% | +32.7% | -18.3% | +10.9% |
| YTD | +30.0% | +19.2% | +10.8% | +26.9% |
| 1Y | +33.3% | +2.4% | +30.9% | +31.7% |
| 3Y | +66.4% | -25.6% | +92.1% | +66.9% |
| 5Y | +178.6% | -53.4% | +232.0% | +188.0% |
| 10Y | +198.4% | +23.2% | +175.3% | +182.2% |
| All | +2,460.3% | +8,307.4% | -5,847.2% | +1,593.9% |
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