+52.7%
SWKS vs LYB
+49.7%
+3.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.9% |
| 7D | +17.5% | -0.7% | +18.2% | +17.9% |
| 30D | +23.0% | +1.5% | +21.4% | +21.9% |
| 3M | +19.5% | -0.3% | +19.8% | +18.2% |
| 6M | +54.3% | +0.1% | +54.3% | +49.1% |
| YTD | +35.3% | +53.4% | -18.2% | +3.8% |
| 1Y | +17.9% | +25.6% | -7.8% | -0.6% |
| 3Y | -6.8% | -21.3% | +14.5% | -1.9% |
| 5Y | -45.4% | -2.4% | -43.0% | -49.1% |
| All | +52.7% | +49.7% | +3.0% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LYB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling