+118.0%
GOOG vs SWKS
-0.7%
+118.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +2.1% | -6.2% | +8.2% | +2.9% |
| 30D | -18.3% | -1.5% | -16.8% | -18.2% |
| 3M | -20.3% | +23.0% | -43.3% | -23.7% |
| 6M | -28.1% | +27.6% | -55.7% | -32.3% |
| YTD | -9.3% | +32.3% | -41.7% | -16.1% |
| 1Y | -0.2% | +20.1% | -20.4% | -5.8% |
| 3Y | +118.0% | +0.6% | +117.4% | +99.4% |
| All | +118.0% | -0.7% | +118.7% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling