+191.3%
XOM vs SWKS
+34.8%
+156.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | 0.0% | +6.8% | -6.7% | -1.4% |
| 30D | +3.4% | +11.3% | -7.8% | +1.0% |
| 3M | +11.0% | +4.1% | +7.0% | +9.1% |
| 6M | +10.6% | +39.7% | -29.0% | +0.4% |
| YTD | +39.2% | +23.2% | +16.0% | +29.7% |
| 1Y | +52.7% | +5.3% | +47.4% | +46.9% |
| 3Y | +56.8% | -15.1% | +71.9% | +51.7% |
| 5Y | +261.8% | -50.3% | +312.1% | +294.3% |
| 10Y | +191.3% | +42.3% | +149.0% | +123.5% |
| All | +191.3% | +34.8% | +156.5% | +123.5% |
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 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