+92.9%
GOOGL vs SWKS
-42.6%
+135.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +1.8% | -6.2% | +7.9% | +3.5% |
| 30D | -18.8% | -1.5% | -17.3% | -18.7% |
| 3M | -20.3% | +23.0% | -43.3% | -26.4% |
| 6M | -28.4% | +27.6% | -56.0% | -35.9% |
| YTD | -8.8% | +32.3% | -41.2% | -20.5% |
| 1Y | +0.3% | +20.1% | -19.9% | -9.7% |
| 3Y | +120.7% | +0.6% | +120.1% | +91.8% |
| All | +92.9% | -42.6% | +135.5% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling