+768.4%
VLO vs SWKS
+33.1%
+735.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -13.3% | -6.2% | -7.2% | -11.6% |
| 30D | -18.3% | -1.5% | -16.8% | -18.1% |
| 3M | +14.3% | +23.0% | -8.6% | +5.8% |
| 6M | +47.6% | +27.6% | +20.0% | +32.6% |
| YTD | +116.0% | +32.3% | +83.7% | +89.4% |
| 1Y | +101.0% | +20.1% | +80.9% | +81.8% |
| 3Y | +199.0% | +0.6% | +198.4% | +170.1% |
| 5Y | +419.0% | -42.3% | +461.4% | +451.7% |
| All | +768.4% | +33.1% | +735.3% | +510.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling