+20.2%
COST vs SWKS
+33.5%
-13.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.5% |
| 7D | +2.5% | +10.9% | -8.4% | +2.7% |
| 30D | +14.6% | +17.6% | -3.0% | +14.8% |
| 3M | +15.2% | +29.2% | -14.0% | +15.3% |
| 6M | +7.2% | +37.0% | -29.7% | +6.7% |
| YTD | +27.4% | +44.9% | -17.5% | +25.4% |
| 1Y | +20.2% | +33.8% | -13.6% | +19.8% |
| All | +20.2% | +33.5% | -13.3% | +19.8% |
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