+635.3%
GOOG vs SWKS
+37.5%
+597.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +2.9% | -2.7% | +5.6% | +3.8% |
| 30D | -17.8% | +8.5% | -26.3% | -20.2% |
| 3M | -19.0% | +17.3% | -36.3% | -24.8% |
| 6M | -27.9% | +25.1% | -53.0% | -35.9% |
| YTD | -8.7% | +33.3% | -42.0% | -21.9% |
| 1Y | +2.5% | +22.9% | -20.4% | -9.8% |
| 3Y | +119.2% | +5.5% | +113.7% | +88.3% |
| 5Y | +93.4% | -41.9% | +135.3% | +107.2% |
| 10Y | +635.3% | +32.4% | +602.9% | +452.2% |
| All | +635.3% | +37.5% | +597.8% | +452.2% |
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