+4,261.5%
XOM vs SWKS
+8,307.4%
-4,045.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -1.9% |
| 7D | +1.8% | +12.5% | -10.7% | +1.0% |
| 30D | +5.9% | +10.5% | -4.6% | +5.1% |
| 3M | +5.6% | -7.4% | +13.0% | +5.8% |
| 6M | +7.9% | +32.7% | -24.8% | +5.3% |
| YTD | +35.2% | +19.2% | +16.0% | +32.8% |
| 1Y | +46.0% | +2.4% | +43.6% | +44.7% |
| 3Y | +55.0% | -25.6% | +80.6% | +55.2% |
| 5Y | +246.3% | -53.4% | +299.7% | +254.6% |
| 10Y | +181.0% | +23.2% | +157.8% | +169.9% |
| All | +4,261.5% | +8,307.4% | -4,045.9% | +3,662.0% |
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