+11,452.8%
GOOG vs SWKS
+1,184.5%
+10,268.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +2.9% | -2.7% | +5.6% | +3.5% |
| 30D | -17.8% | +8.5% | -26.3% | -19.6% |
| 3M | -19.0% | +17.3% | -36.3% | -23.2% |
| 6M | -27.9% | +25.1% | -53.0% | -33.6% |
| YTD | -8.7% | +33.3% | -42.0% | -18.1% |
| 1Y | +2.5% | +22.9% | -20.4% | -6.2% |
| 3Y | +119.2% | +5.5% | +113.7% | +99.5% |
| 5Y | +93.4% | -41.9% | +135.3% | +102.7% |
| 10Y | +635.3% | +32.4% | +602.9% | +516.6% |
| All | +11,452.8% | +1,184.5% | +10,268.3% | +4,826.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling