+760.6%
COST vs SWKS
+43.2%
+717.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -3.9% | +1.0% |
| 7D | +3.9% | +5.7% | -1.8% | +3.0% |
| 30D | +13.5% | +17.3% | -3.8% | +10.4% |
| 3M | +15.3% | +28.3% | -12.9% | +9.6% |
| 6M | +9.2% | +26.1% | -16.9% | +2.9% |
| YTD | +26.9% | +41.1% | -14.2% | +16.1% |
| 1Y | +19.7% | +31.4% | -11.7% | +11.0% |
| 3Y | +96.0% | +7.3% | +88.7% | +81.2% |
| 5Y | +124.0% | -37.7% | +161.7% | +127.9% |
| 10Y | +760.6% | +46.0% | +714.6% | +627.8% |
| All | +760.6% | +43.2% | +717.4% | +627.8% |
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