+11,368.7%
GOOG vs SWKS
+1,174.6%
+10,194.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +2.1% | -6.2% | +8.2% | +3.6% |
| 30D | -18.3% | -1.5% | -16.8% | -18.2% |
| 3M | -20.3% | +23.0% | -43.3% | -25.4% |
| 6M | -28.1% | +27.6% | -55.7% | -34.1% |
| YTD | -9.3% | +32.3% | -41.7% | -18.5% |
| 1Y | -0.2% | +20.1% | -20.4% | -8.2% |
| 3Y | +118.0% | +0.6% | +117.4% | +100.8% |
| 5Y | +92.1% | -42.3% | +134.4% | +101.5% |
| 10Y | +652.3% | +35.9% | +616.3% | +527.8% |
| All | +11,368.7% | +1,174.6% | +10,194.2% | +4,800.3% |
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