-43.6%
SWKS vs EOG
+94.0%
-137.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.8% |
| 7D | -6.2% | -11.1% | +5.0% | -2.9% |
| 30D | -1.5% | +2.7% | -4.2% | -2.4% |
| 3M | +23.0% | +8.8% | +14.2% | +19.7% |
| 6M | +27.6% | +10.8% | +16.8% | +22.4% |
| YTD | +32.3% | +44.6% | -12.3% | +15.7% |
| 1Y | +20.1% | +44.6% | -24.5% | +4.9% |
| 3Y | +0.6% | +29.5% | -28.8% | -9.6% |
| All | -43.6% | +94.0% | -137.6% | -52.2% |
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