+643.6%
GOOGL vs SWKS
+31.8%
+611.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | -3.1% | +5.8% | +3.7% |
| 30D | -18.3% | +8.3% | -26.6% | -20.6% |
| 3M | -19.6% | +20.2% | -39.8% | -25.9% |
| 6M | -28.2% | +24.9% | -53.1% | -36.2% |
| YTD | -8.0% | +33.2% | -41.2% | -21.4% |
| 1Y | -0.7% | +23.6% | -24.3% | -12.9% |
| 3Y | +118.8% | +1.3% | +117.6% | +91.0% |
| 5Y | +98.9% | -40.6% | +139.4% | +111.3% |
| 10Y | +643.6% | +35.3% | +608.3% | +461.0% |
| All | +643.6% | +31.8% | +611.8% | +461.0% |
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