+46.0%
SWKS vs EOG
+131.8%
-85.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.5% | +4.5% | +5.5% |
| 7D | +5.7% | +4.6% | +1.1% | +4.4% |
| 30D | +17.3% | +2.9% | +14.5% | +16.3% |
| 3M | +28.3% | +8.0% | +20.3% | +25.4% |
| 6M | +26.1% | +17.0% | +9.1% | +19.6% |
| YTD | +41.1% | +51.1% | -10.0% | +23.9% |
| 1Y | +31.4% | +45.1% | -13.7% | +16.7% |
| 3Y | +7.3% | +39.4% | -32.2% | -4.0% |
| 5Y | -37.7% | +105.6% | -143.3% | -51.0% |
| 10Y | +46.0% | +133.5% | -87.4% | +0.8% |
| All | +46.0% | +131.8% | -85.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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