+11,743.1%
COST vs SWKS
+8,307.4%
+3,435.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.4% |
| 7D | -3.1% | +12.5% | -15.7% | -4.3% |
| 30D | -2.8% | +10.5% | -13.3% | -3.8% |
| 3M | -5.7% | -7.4% | +1.7% | -5.3% |
| 6M | -8.8% | +32.7% | -41.4% | -12.0% |
| YTD | +6.7% | +19.2% | -12.5% | +3.8% |
| 1Y | -3.6% | +2.4% | -6.0% | -5.0% |
| 3Y | +75.1% | -25.6% | +100.7% | +75.2% |
| 5Y | +108.9% | -53.4% | +162.3% | +117.3% |
| 10Y | +586.2% | +23.2% | +563.0% | +535.1% |
| All | +11,743.1% | +8,307.4% | +3,435.7% | +5,597.2% |
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