-53.0%
SWKS vs EOG
+173.1%
-226.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.1% | +3.7% |
| 7D | +12.5% | +1.3% | +11.2% | +12.1% |
| 30D | +10.5% | +8.2% | +2.3% | +8.0% |
| 3M | -7.4% | +3.8% | -11.2% | -9.1% |
| 6M | +32.7% | +15.3% | +17.3% | +25.8% |
| YTD | +19.2% | +41.7% | -22.5% | +5.8% |
| 1Y | +2.4% | +23.6% | -21.2% | -5.3% |
| 3Y | -25.6% | +23.3% | -48.9% | -31.9% |
| All | -53.0% | +173.1% | -226.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling