+211.6%
XOM vs SWKS
-37.3%
+248.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | +9.4% | -6.6% | +1.7% |
| 30D | -3.6% | +17.0% | -20.6% | -5.5% |
| 3M | +8.2% | +28.9% | -20.7% | +4.5% |
| 6M | +14.0% | +33.1% | -19.1% | +8.7% |
| YTD | +44.6% | +44.8% | -0.2% | +35.5% |
| 1Y | +47.8% | +36.2% | +11.6% | +39.7% |
| 3Y | +79.6% | +11.5% | +68.1% | +67.4% |
| All | +211.6% | -37.3% | +248.9% | +203.1% |
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