+306.4%
CSCO vs SWKS
+33.1%
+273.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -10.2% | -6.2% | -4.0% | -8.5% |
| 30D | -20.1% | -1.5% | -18.6% | -19.8% |
| 3M | -22.1% | +23.0% | -45.0% | -27.8% |
| 6M | +3.2% | +27.6% | -24.4% | -6.5% |
| YTD | +24.1% | +32.3% | -8.2% | +10.2% |
| 1Y | +34.6% | +20.1% | +14.4% | +23.0% |
| 3Y | +90.0% | +0.6% | +89.3% | +72.1% |
| 5Y | +88.6% | -42.3% | +130.9% | +100.5% |
| All | +306.4% | +33.1% | +273.3% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling