+44.5%
GOOG vs SWKS
+4.6%
+39.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | -2.2% | +12.5% | -14.7% | -3.3% |
| 30D | -6.9% | +10.5% | -17.4% | -7.8% |
| 3M | -9.1% | -7.4% | -1.7% | -8.5% |
| 6M | +10.6% | +32.7% | -22.0% | +5.4% |
| YTD | +7.0% | +19.2% | -12.2% | +2.5% |
| 1Y | +44.5% | +2.4% | +42.1% | +40.9% |
| All | +44.5% | +4.6% | +39.9% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling