+92.3%
COST vs SWKS
-0.7%
+93.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | +4.1% | -6.2% | +10.2% | +4.4% |
| 30D | +12.0% | -1.5% | +13.5% | +12.0% |
| 3M | +11.2% | +23.0% | -11.8% | +9.5% |
| 6M | +6.1% | +27.6% | -21.5% | +3.7% |
| YTD | +22.9% | +32.3% | -9.4% | +19.3% |
| 1Y | +14.7% | +20.1% | -5.4% | +12.3% |
| 3Y | +92.3% | +0.6% | +91.7% | +74.4% |
| All | +92.3% | -0.7% | +93.0% | +74.4% |
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