+99.0%
COST vs SWKS
+11.3%
+87.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +9.4% | -4.4% | +4.6% |
| 30D | +12.8% | +17.0% | -4.2% | +11.9% |
| 3M | +15.2% | +28.9% | -13.7% | +13.3% |
| 6M | +7.4% | +33.1% | -25.7% | +5.1% |
| YTD | +29.0% | +44.8% | -15.8% | +24.8% |
| 1Y | +20.3% | +36.2% | -15.9% | +17.0% |
| 3Y | +99.0% | +11.5% | +87.5% | +77.6% |
| All | +99.0% | +11.3% | +87.7% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling