+745.8%
GOOGL vs SWKS
+25.6%
+720.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.3% |
| 7D | -2.3% | +12.5% | -14.8% | -6.3% |
| 30D | -6.6% | +10.5% | -17.0% | -10.0% |
| 3M | -8.9% | -7.4% | -1.6% | -7.7% |
| 6M | +11.9% | +32.7% | -20.8% | -2.0% |
| YTD | +8.3% | +19.2% | -10.8% | -2.2% |
| 1Y | +46.2% | +2.4% | +43.8% | +38.7% |
| 3Y | +151.9% | -25.6% | +177.5% | +152.8% |
| 5Y | +137.7% | -53.4% | +191.1% | +180.5% |
| All | +745.8% | +25.6% | +720.2% | +552.2% |
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