-33.8%
BABA vs SWKS
+13.5%
-47.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.7% |
| 7D | +8.6% | -9.2% | +17.8% | +8.8% |
| 30D | -1.1% | -1.9% | +0.8% | -1.1% |
| 3M | -15.9% | +21.2% | -37.1% | -17.3% |
| 6M | -17.5% | +12.9% | -30.4% | -18.3% |
| YTD | -25.6% | +30.7% | -56.3% | -28.0% |
| 1Y | -33.8% | +14.1% | -48.0% | -36.5% |
| All | -33.8% | +13.5% | -47.3% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling