+15.6%
BABA vs SWKS
+31.5%
-15.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.4% |
| 7D | +8.6% | -9.2% | +17.8% | +12.1% |
| 30D | -1.1% | -1.9% | +0.8% | -0.9% |
| 3M | -15.9% | +21.2% | -37.1% | -23.4% |
| 6M | -17.5% | +12.9% | -30.4% | -24.8% |
| YTD | -25.6% | +30.7% | -56.3% | -36.8% |
| 1Y | -33.8% | +14.1% | -48.0% | -40.7% |
| 3Y | +34.6% | -1.7% | +36.3% | +17.9% |
| 5Y | -27.7% | -43.0% | +15.3% | -20.7% |
| All | +15.6% | +31.5% | -15.9% | -13.9% |
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 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