+45.9%
CSCO vs SWKS
+14.2%
+31.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -6.1% | -4.9% | -1.1% | -5.1% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -14.6% | +24.2% | -38.7% | -19.6% |
| 6M | +12.7% | +21.5% | -8.8% | +5.6% |
| YTD | +37.0% | +33.5% | +3.5% | +24.7% |
| 1Y | +45.9% | +18.9% | +27.0% | +36.2% |
| All | +45.9% | +14.2% | +31.8% | +36.2% |
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 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