+773.3%
GOOG vs SWKS
+30.1%
+743.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +1.1% | +11.8% | -10.7% | -2.8% |
| 30D | -5.1% | +6.7% | -11.8% | -7.4% |
| 3M | -7.1% | 0.0% | -7.1% | -8.1% |
| 6M | +12.7% | +38.7% | -26.1% | -2.7% |
| YTD | +7.1% | +21.4% | -14.3% | -3.8% |
| 1Y | +43.6% | +2.9% | +40.7% | +36.1% |
| 3Y | +146.8% | -16.4% | +163.2% | +136.5% |
| 5Y | +133.7% | -51.2% | +184.8% | +170.3% |
| 10Y | +773.3% | +31.0% | +742.3% | +567.0% |
| All | +773.3% | +30.1% | +743.2% | +567.0% |
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 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