+98.7%
INTC vs SWKS
+33.1%
+65.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.0% |
| 7D | -14.4% | -6.2% | -8.3% | -11.1% |
| 30D | -50.2% | -1.5% | -48.8% | -49.5% |
| 3M | -43.6% | +23.0% | -66.6% | -50.6% |
| 6M | -50.2% | +27.6% | -77.8% | -57.0% |
| YTD | +52.5% | +32.3% | +20.2% | +26.3% |
| 1Y | +51.1% | +20.1% | +31.0% | +32.3% |
| 3Y | +50.3% | +0.6% | +49.6% | +37.6% |
| 5Y | +19.2% | -42.3% | +61.5% | +42.7% |
| All | +98.7% | +33.1% | +65.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling