+13,444.1%
GOOG vs SWKS
+1,047.9%
+12,396.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.9% |
| 7D | -2.1% | +12.5% | -14.7% | -5.1% |
| 30D | -6.8% | +10.5% | -17.3% | -9.3% |
| 3M | -9.1% | -7.4% | -1.7% | -8.2% |
| 6M | +10.7% | +32.7% | -21.9% | +1.1% |
| YTD | +7.1% | +19.2% | -12.1% | -0.1% |
| 1Y | +44.6% | +2.4% | +42.2% | +39.6% |
| 3Y | +147.4% | -25.6% | +173.1% | +149.0% |
| 5Y | +133.8% | -53.4% | +187.2% | +161.3% |
| 10Y | +777.5% | +23.2% | +754.4% | +658.5% |
| All | +13,444.1% | +1,047.9% | +12,396.3% | +5,909.6% |
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