+96.9%
CSCO vs SWKS
-43.2%
+140.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.9% |
| 7D | -2.9% | -2.7% | -0.2% | -2.2% |
| 30D | -16.7% | +8.5% | -25.2% | -18.3% |
| 3M | -18.4% | +17.3% | -35.7% | -22.4% |
| 6M | +2.9% | +25.1% | -22.2% | -4.6% |
| YTD | +30.4% | +33.3% | -2.9% | +18.2% |
| 1Y | +41.4% | +22.9% | +18.5% | +30.7% |
| 3Y | +104.7% | +5.5% | +99.1% | +83.6% |
| 5Y | +96.9% | -41.9% | +138.8% | +97.3% |
| All | +96.9% | -43.2% | +140.2% | +97.3% |
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 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