-0.7%
GOOGL vs SWKS
+20.8%
-21.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | +2.6% | -3.1% | +5.8% | +2.7% |
| 30D | -18.3% | +8.3% | -26.6% | -18.6% |
| 3M | -19.6% | +20.2% | -39.8% | -20.9% |
| 6M | -28.2% | +24.9% | -53.1% | -30.3% |
| YTD | -8.0% | +33.2% | -41.2% | -13.8% |
| 1Y | -0.7% | +23.6% | -24.3% | -5.5% |
| All | -0.7% | +20.8% | -21.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling