+560.5%
VLO vs SWKS
-53.5%
+614.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | +5.2% | +12.5% | -7.3% | +2.5% |
| 30D | +22.6% | +10.5% | +12.1% | +19.7% |
| 3M | +43.8% | -7.4% | +51.2% | +45.3% |
| 6M | +65.7% | +32.7% | +33.1% | +52.3% |
| YTD | +131.1% | +19.2% | +111.9% | +117.1% |
| 1Y | +143.6% | +2.4% | +141.2% | +136.7% |
| 3Y | +201.4% | -25.6% | +227.0% | +199.9% |
| All | +560.5% | -53.5% | +614.0% | +631.5% |
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