+710.1%
GOOG vs SWKS
+49.5%
+660.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.7% |
| 7D | +4.8% | +10.9% | -6.0% | +1.4% |
| 30D | -15.5% | +17.6% | -33.1% | -20.1% |
| 3M | -13.7% | +29.2% | -42.9% | -22.3% |
| 6M | -23.0% | +37.0% | -59.9% | -33.4% |
| YTD | -5.7% | +44.9% | -50.6% | -21.5% |
| 1Y | +3.0% | +33.8% | -30.8% | -11.8% |
| 3Y | +122.4% | +10.2% | +112.2% | +89.2% |
| 5Y | +99.2% | -37.0% | +136.2% | +107.8% |
| All | +710.1% | +49.5% | +660.6% | +494.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling