-17.1%
SLB vs SWKS
+33.1%
-50.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | -7.1% | -6.2% | -1.0% | -5.1% |
| 30D | +4.1% | -1.5% | +5.6% | +4.5% |
| 3M | -2.6% | +23.0% | -25.6% | -10.5% |
| 6M | -8.6% | +27.6% | -36.2% | -18.5% |
| YTD | +32.2% | +32.3% | -0.1% | +15.1% |
| 1Y | +40.7% | +20.1% | +20.5% | +26.6% |
| 3Y | -4.5% | +0.6% | -5.2% | -14.1% |
| 5Y | +66.4% | -42.3% | +108.7% | +78.2% |
| All | -17.1% | +33.1% | -50.2% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling