+28.2%
BABA vs SWKS
+62.0%
-33.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | 0.0% |
| 7D | -4.8% | +12.5% | -17.3% | -8.8% |
| 30D | -11.9% | +10.5% | -22.4% | -15.2% |
| 3M | -9.3% | -7.4% | -1.9% | -7.8% |
| 6M | -14.2% | +32.7% | -46.9% | -25.3% |
| YTD | -22.0% | +19.2% | -41.2% | -29.7% |
| 1Y | -12.7% | +2.4% | -15.1% | -17.0% |
| 3Y | +26.7% | -25.6% | +52.3% | +27.6% |
| 5Y | -29.3% | -53.4% | +24.1% | -16.1% |
| 10Y | +21.2% | +23.2% | -1.9% | -4.8% |
| All | +28.2% | +62.0% | -33.8% | -12.5% |
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 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