+124.3%
GOOGL vs SWKS
+8.4%
+115.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.8% | +1.3% |
| 7D | +1.6% | +5.7% | -4.1% | +0.8% |
| 30D | -16.8% | +17.3% | -34.1% | -18.8% |
| 3M | -14.6% | +28.3% | -42.9% | -18.6% |
| 6M | -24.4% | +26.1% | -50.5% | -28.4% |
| YTD | -6.1% | +41.1% | -47.2% | -13.8% |
| 1Y | +1.0% | +31.4% | -30.4% | -6.0% |
| All | +124.3% | +8.4% | +115.9% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling