+158.7%
ADBE vs SWKS
+25.6%
+133.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.3% | -8.1% |
| 7D | -8.6% | +12.5% | -21.1% | -12.9% |
| 30D | +2.8% | +10.5% | -7.7% | -1.5% |
| 3M | +3.1% | -7.4% | +10.5% | +4.5% |
| 6M | -2.4% | +32.7% | -35.1% | -16.5% |
| YTD | -23.9% | +19.2% | -43.0% | -32.5% |
| 1Y | -22.6% | +2.4% | -25.0% | -27.4% |
| 3Y | -52.7% | -25.6% | -27.1% | -52.8% |
| 5Y | -60.0% | -53.4% | -6.6% | -51.2% |
| All | +158.7% | +25.6% | +133.2% | +94.0% |
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 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