+630.6%
DELL vs SWKS
-36.1%
+666.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.9% |
| 7D | +17.1% | +10.9% | +6.3% | +11.9% |
| 30D | -35.1% | +17.6% | -52.7% | -39.4% |
| 3M | -23.3% | +29.2% | -52.5% | -32.2% |
| 6M | +55.8% | +37.0% | +18.9% | +31.7% |
| YTD | +198.0% | +44.9% | +153.0% | +139.3% |
| 1Y | +166.6% | +33.8% | +132.7% | +123.3% |
| 3Y | +427.6% | +10.2% | +417.4% | +348.2% |
| 5Y | +630.6% | -37.0% | +667.6% | +654.7% |
| All | +630.6% | -36.1% | +666.8% | +654.7% |
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