+97.7%
GOOG vs SWKS
-37.3%
+135.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.0% | +9.4% | -6.4% | +0.5% |
| 30D | -14.9% | +17.0% | -31.9% | -18.6% |
| 3M | -14.9% | +28.9% | -43.8% | -22.2% |
| 6M | -26.6% | +33.1% | -59.7% | -34.8% |
| YTD | -6.6% | +44.8% | -51.4% | -20.6% |
| 1Y | +5.1% | +36.2% | -31.1% | -8.9% |
| 3Y | +121.0% | +11.5% | +109.5% | +86.0% |
| All | +97.7% | -37.3% | +135.0% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling