+692.8%
GOOGL vs SWKS
+49.3%
+643.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.9% | +9.4% | -5.6% | +0.8% |
| 30D | -14.9% | +17.0% | -31.9% | -19.4% |
| 3M | -14.6% | +28.9% | -43.5% | -23.1% |
| 6M | -26.4% | +33.1% | -59.6% | -35.9% |
| YTD | -5.3% | +44.8% | -50.1% | -21.3% |
| 1Y | +6.5% | +36.2% | -29.8% | -9.6% |
| 3Y | +126.0% | +11.5% | +114.6% | +91.0% |
| 5Y | +100.8% | -37.1% | +137.9% | +109.7% |
| All | +692.8% | +49.3% | +643.5% | +481.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling