+361.1%
CSCO vs SWKS
+23.7%
+337.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.5% |
| 7D | -0.7% | +12.5% | -13.2% | -4.3% |
| 30D | -10.1% | +10.5% | -20.6% | -13.0% |
| 3M | -15.7% | -7.4% | -8.3% | -14.2% |
| 6M | +36.3% | +32.7% | +3.6% | +22.8% |
| YTD | +43.8% | +19.2% | +24.7% | +33.4% |
| 1Y | +63.9% | +2.4% | +61.6% | +58.4% |
| 3Y | +104.4% | -25.6% | +130.0% | +106.8% |
| 5Y | +111.4% | -53.4% | +164.8% | +143.6% |
| All | +361.1% | +23.7% | +337.4% | +251.5% |
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