+473.2%
VLO vs SWKS
-37.3%
+510.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +9.6% | +9.4% | +0.2% | +7.6% |
| 30D | -17.4% | +17.0% | -34.4% | -20.1% |
| 3M | +10.8% | +28.9% | -18.2% | +3.9% |
| 6M | +56.9% | +33.1% | +23.8% | +44.4% |
| YTD | +136.8% | +44.8% | +92.0% | +111.6% |
| 1Y | +120.7% | +36.2% | +84.5% | +100.1% |
| 3Y | +231.9% | +11.5% | +220.4% | +199.4% |
| All | +473.2% | -37.3% | +510.5% | +469.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling