+616.9%
GOOGL vs SWKS
+33.1%
+583.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | +1.8% | -6.2% | +7.9% | +3.8% |
| 30D | -18.8% | -1.5% | -17.3% | -18.7% |
| 3M | -20.3% | +23.0% | -43.3% | -27.3% |
| 6M | -28.4% | +27.6% | -56.0% | -36.9% |
| YTD | -8.8% | +32.3% | -41.2% | -22.0% |
| 1Y | +0.3% | +20.1% | -19.9% | -11.1% |
| 3Y | +120.7% | +0.6% | +120.1% | +93.0% |
| 5Y | +93.1% | -42.3% | +135.4% | +107.5% |
| All | +616.9% | +33.1% | +583.8% | +438.1% |
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