-3.3%
SLB vs SWKS
+23.7%
-27.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -1.0% |
| 7D | +0.8% | +12.5% | -11.7% | -3.2% |
| 30D | +15.8% | +10.5% | +5.3% | +11.6% |
| 3M | -0.3% | -7.4% | +7.0% | +1.2% |
| 6M | +21.3% | +32.7% | -11.3% | +6.8% |
| YTD | +52.3% | +19.2% | +33.1% | +38.9% |
| 1Y | +63.6% | +2.4% | +61.2% | +56.4% |
| 3Y | +3.8% | -25.6% | +29.4% | +5.2% |
| 5Y | +128.6% | -53.4% | +182.1% | +168.3% |
| All | -3.3% | +23.7% | -27.1% | -26.0% |
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