+33,997.0%
VLO vs SWKS
+9,124.1%
+24,872.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.6% |
| 7D | -8.7% | -9.2% | +0.5% | -7.6% |
| 30D | -16.2% | -1.9% | -14.3% | -16.1% |
| 3M | +16.2% | +21.2% | -5.1% | +13.1% |
| 6M | +39.8% | +12.9% | +26.9% | +36.6% |
| YTD | +119.0% | +30.7% | +88.2% | +109.6% |
| 1Y | +110.8% | +14.1% | +96.7% | +104.8% |
| 3Y | +201.7% | -1.7% | +203.4% | +194.2% |
| 5Y | +426.2% | -43.0% | +469.2% | +438.8% |
| 10Y | +790.3% | +34.3% | +756.0% | +727.2% |
| All | +33,997.0% | +9,124.1% | +24,872.9% | +21,544.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling