+88.1%
CSCO vs SWKS
-42.6%
+130.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -10.2% | -6.2% | -4.0% | -8.8% |
| 30D | -20.1% | -1.5% | -18.6% | -19.9% |
| 3M | -22.4% | +23.0% | -45.3% | -27.1% |
| 6M | +2.8% | +27.6% | -24.8% | -5.2% |
| YTD | +23.6% | +32.3% | -8.7% | +12.2% |
| 1Y | +34.0% | +20.1% | +13.9% | +24.6% |
| 3Y | +89.3% | +0.6% | +88.6% | +72.3% |
| All | +88.1% | -42.6% | +130.7% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling