+200.7%
XOM vs SWKS
-42.6%
+243.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -11.4% | -6.2% | -5.3% | -10.7% |
| 30D | +1.1% | -1.5% | +2.6% | +1.2% |
| 3M | +7.8% | +23.0% | -15.1% | +4.6% |
| 6M | +13.0% | +27.6% | -14.6% | +8.2% |
| YTD | +40.6% | +32.3% | +8.3% | +33.2% |
| 1Y | +49.1% | +20.1% | +28.9% | +43.3% |
| 3Y | +72.9% | +0.6% | +72.3% | +63.4% |
| All | +200.7% | -42.6% | +243.3% | +199.1% |
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