+13,545.6%
COST vs SWKS
+9,235.4%
+4,310.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.2% |
| 7D | +4.1% | -6.2% | +10.2% | +4.7% |
| 30D | +12.0% | -1.5% | +13.5% | +12.0% |
| 3M | +11.2% | +23.0% | -11.8% | +8.4% |
| 6M | +6.1% | +27.6% | -21.5% | +2.5% |
| YTD | +22.9% | +32.3% | -9.4% | +17.9% |
| 1Y | +14.7% | +20.1% | -5.4% | +11.1% |
| 3Y | +92.3% | +0.6% | +91.7% | +86.0% |
| 5Y | +116.6% | -42.3% | +158.9% | +119.8% |
| 10Y | +775.4% | +35.9% | +739.5% | +699.4% |
| All | +13,545.6% | +9,235.4% | +4,310.2% | +6,369.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling