+91.6%
CSCO vs SWKS
-44.4%
+136.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.6% | -7.1% |
| 7D | -11.9% | -9.2% | -2.7% | -9.7% |
| 30D | -18.8% | -1.9% | -16.9% | -18.5% |
| 3M | -21.2% | +21.2% | -42.4% | -25.7% |
| 6M | +1.9% | +12.9% | -11.0% | -3.1% |
| YTD | +26.1% | +30.7% | -4.7% | +14.8% |
| 1Y | +34.7% | +14.1% | +20.6% | +26.9% |
| 3Y | +94.0% | -1.7% | +95.7% | +77.9% |
| 5Y | +91.6% | -43.0% | +134.6% | +91.0% |
| All | +91.6% | -44.4% | +136.0% | +91.0% |
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