-14.4%
SLB vs SWKS
+49.5%
-63.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.0% |
| 7D | +2.6% | +10.9% | -8.3% | -1.0% |
| 30D | +4.4% | +17.6% | -13.2% | -1.2% |
| 3M | -2.7% | +29.2% | -31.9% | -11.9% |
| 6M | -7.5% | +37.0% | -44.5% | -19.4% |
| YTD | +34.8% | +44.9% | -10.1% | +13.8% |
| 1Y | +44.6% | +33.8% | +10.8% | +25.4% |
| 3Y | +3.2% | +10.2% | -7.0% | -10.0% |
| 5Y | +73.6% | -37.0% | +110.6% | +80.4% |
| All | -14.4% | +49.5% | -63.8% | -36.5% |
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