+4,436.6%
XOM vs SWKS
+9,235.4%
-4,798.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.3% |
| 7D | -11.4% | -6.2% | -5.3% | -11.0% |
| 30D | +1.1% | -1.5% | +2.6% | +1.2% |
| 3M | +7.8% | +23.0% | -15.1% | +6.1% |
| 6M | +13.0% | +27.6% | -14.6% | +10.6% |
| YTD | +40.6% | +32.3% | +8.3% | +37.0% |
| 1Y | +49.1% | +20.1% | +28.9% | +46.1% |
| 3Y | +72.9% | +0.6% | +72.3% | +69.6% |
| 5Y | +204.0% | -42.3% | +246.3% | +206.6% |
| 10Y | +205.7% | +35.9% | +169.8% | +191.3% |
| All | +4,436.6% | +9,235.4% | -4,798.8% | +3,779.9% |
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