+197.1%
XOM vs SWKS
+43.2%
+153.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | +0.1% |
| 7D | -1.5% | +5.7% | -7.2% | -2.7% |
| 30D | -3.2% | +17.3% | -20.5% | -6.4% |
| 3M | +5.0% | +28.3% | -23.3% | -1.2% |
| 6M | +12.9% | +26.1% | -13.2% | +5.1% |
| YTD | +41.3% | +41.1% | +0.2% | +27.1% |
| 1Y | +43.2% | +31.4% | +11.8% | +30.8% |
| 3Y | +77.3% | +7.3% | +70.0% | +61.3% |
| 5Y | +204.8% | -37.7% | +242.5% | +212.4% |
| 10Y | +197.1% | +46.0% | +151.1% | +125.3% |
| All | +197.1% | +43.2% | +153.9% | +125.3% |
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