-5.8%
COST vs SWKS
+3.4%
-9.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.6% |
| 7D | -3.2% | +11.8% | -15.0% | -3.2% |
| 30D | -4.0% | +6.7% | -10.7% | -4.0% |
| 3M | -6.5% | 0.0% | -6.5% | -6.1% |
| 6M | -8.5% | +38.7% | -47.3% | -9.9% |
| YTD | +6.0% | +21.4% | -15.3% | +4.9% |
| 1Y | -5.8% | +2.9% | -8.7% | -7.8% |
| All | -5.8% | +3.4% | -9.2% | -7.8% |
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 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