+11,349.2%
GOOGL vs SWKS
+1,174.6%
+10,174.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +1.8% | -6.2% | +7.9% | +3.3% |
| 30D | -18.8% | -1.5% | -17.3% | -18.7% |
| 3M | -20.3% | +23.0% | -43.3% | -25.4% |
| 6M | -28.4% | +27.6% | -56.0% | -34.5% |
| YTD | -8.8% | +32.3% | -41.2% | -18.1% |
| 1Y | +0.3% | +20.1% | -19.9% | -7.8% |
| 3Y | +120.7% | +0.6% | +120.1% | +103.2% |
| 5Y | +93.1% | -42.3% | +135.4% | +102.6% |
| 10Y | +636.1% | +35.9% | +600.2% | +514.8% |
| All | +11,349.2% | +1,174.6% | +10,174.6% | +4,795.5% |
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 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