+148.5%
GOOG vs SWKS
-20.0%
+168.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.7% |
| 7D | -2.1% | +12.5% | -14.7% | -4.2% |
| 30D | -6.8% | +10.5% | -17.3% | -8.6% |
| 3M | -9.1% | -7.4% | -1.7% | -8.2% |
| 6M | +10.7% | +32.7% | -21.9% | +2.9% |
| YTD | +7.1% | +19.2% | -12.1% | +1.3% |
| 1Y | +44.6% | +2.4% | +42.2% | +40.9% |
| All | +148.5% | -20.0% | +168.5% | +135.0% |
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 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