+91.5%
CSCO vs SWKS
-37.3%
+128.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +9.4% | -7.5% | -0.3% |
| 30D | -15.8% | +17.0% | -32.8% | -19.0% |
| 3M | -15.4% | +28.9% | -44.3% | -21.4% |
| 6M | -5.4% | +33.1% | -38.5% | -13.6% |
| YTD | +26.5% | +44.8% | -18.3% | +12.3% |
| 1Y | +25.9% | +36.2% | -10.3% | +13.4% |
| 3Y | +97.5% | +11.5% | +86.1% | +75.2% |
| All | +91.5% | -37.3% | +128.8% | +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