+813.6%
SLB vs SWKS
+9,124.1%
-8,310.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.7% | -3.5% |
| 7D | -7.7% | -9.2% | +1.4% | -6.7% |
| 30D | -0.7% | -1.9% | +1.2% | -0.5% |
| 3M | 0.0% | +21.2% | -21.3% | -2.6% |
| 6M | -10.4% | +12.9% | -23.3% | -12.4% |
| YTD | +31.5% | +30.7% | +0.7% | +26.1% |
| 1Y | +39.1% | +14.1% | +25.0% | +35.5% |
| 3Y | -5.7% | -1.7% | -4.0% | -7.8% |
| 5Y | +65.4% | -43.0% | +108.4% | +70.0% |
| 10Y | -15.6% | +34.3% | -49.9% | -21.0% |
| All | +813.6% | +9,124.1% | -8,310.4% | +473.0% |
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 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