+93.0%
CSCO vs SWKS
-1.9%
+94.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.6% | -7.2% |
| 7D | -11.9% | -9.2% | -2.7% | -10.1% |
| 30D | -18.8% | -1.9% | -16.9% | -18.6% |
| 3M | -21.2% | +21.2% | -42.4% | -25.1% |
| 6M | +1.9% | +12.9% | -11.0% | -2.3% |
| YTD | +26.1% | +30.7% | -4.7% | +16.7% |
| 1Y | +34.7% | +14.1% | +20.6% | +28.0% |
| All | +93.0% | -1.9% | +94.9% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling