+743.6%
VLO vs SWKS
+37.5%
+706.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.7% |
| 7D | -6.5% | -2.7% | -3.7% | -5.7% |
| 30D | -17.8% | +8.5% | -26.2% | -19.8% |
| 3M | +19.6% | +17.3% | +2.3% | +12.4% |
| 6M | +49.3% | +25.1% | +24.2% | +35.0% |
| YTD | +122.4% | +33.3% | +89.0% | +94.6% |
| 1Y | +107.4% | +22.9% | +84.5% | +86.3% |
| 3Y | +223.1% | +5.5% | +217.5% | +187.1% |
| 5Y | +432.2% | -41.9% | +474.1% | +464.7% |
| 10Y | +743.6% | +32.4% | +711.2% | +493.3% |
| All | +743.6% | +37.5% | +706.1% | +493.3% |
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