+13,507.3%
GOOGL vs SWKS
+1,047.9%
+12,459.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.0% |
| 7D | -2.3% | +12.5% | -14.8% | -5.2% |
| 30D | -6.6% | +10.5% | -17.0% | -9.1% |
| 3M | -8.9% | -7.4% | -1.6% | -8.0% |
| 6M | +11.9% | +32.7% | -20.8% | +2.1% |
| YTD | +8.3% | +19.2% | -10.8% | +1.1% |
| 1Y | +46.2% | +2.4% | +43.8% | +41.1% |
| 3Y | +151.9% | -25.6% | +177.5% | +153.4% |
| 5Y | +137.7% | -53.4% | +191.1% | +165.7% |
| 10Y | +757.6% | +23.2% | +734.4% | +642.0% |
| All | +13,507.3% | +1,047.9% | +12,459.4% | +5,943.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling