+43.6%
GOOG vs SWKS
+3.4%
+40.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | +1.1% | +11.8% | -10.7% | +0.1% |
| 30D | -5.1% | +6.7% | -11.8% | -5.6% |
| 3M | -7.1% | 0.0% | -7.1% | -7.2% |
| 6M | +12.7% | +38.7% | -26.1% | +7.0% |
| YTD | +7.1% | +21.4% | -14.3% | +2.4% |
| 1Y | +43.6% | +2.9% | +40.7% | +39.7% |
| All | +43.6% | +3.4% | +40.2% | +39.7% |
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 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