+203.1%
VLO vs SWKS
-1.9%
+205.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.5% |
| 7D | -8.7% | -9.2% | +0.5% | -6.9% |
| 30D | -16.2% | -1.9% | -14.3% | -16.0% |
| 3M | +16.2% | +21.2% | -5.1% | +10.4% |
| 6M | +39.8% | +12.9% | +26.9% | +33.6% |
| YTD | +119.0% | +30.7% | +88.2% | +100.2% |
| 1Y | +110.8% | +14.1% | +96.7% | +99.8% |
| All | +203.1% | -1.9% | +205.0% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling