+958.5%
SLB vs SWKS
+8,307.4%
-7,348.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.2% |
| 7D | +0.8% | +12.5% | -11.7% | -0.5% |
| 30D | +15.8% | +10.5% | +5.3% | +14.4% |
| 3M | -0.3% | -7.4% | +7.0% | +0.2% |
| 6M | +21.3% | +32.7% | -11.3% | +16.6% |
| YTD | +52.3% | +19.2% | +33.1% | +48.1% |
| 1Y | +63.6% | +2.4% | +61.2% | +61.6% |
| 3Y | +3.8% | -25.6% | +29.4% | +5.0% |
| 5Y | +128.6% | -53.4% | +182.1% | +140.9% |
| 10Y | -3.1% | +23.2% | -26.2% | -8.1% |
| All | +958.5% | +8,307.4% | -7,348.9% | +573.0% |
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