+444.1%
META vs SWKS
+35.1%
+408.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | -3.1% | +6.4% | +4.5% |
| 30D | -10.8% | +8.3% | -19.1% | -13.6% |
| 3M | +7.9% | +20.2% | -12.3% | -1.7% |
| 6M | +5.4% | +24.9% | -19.5% | -7.7% |
| YTD | -2.6% | +33.2% | -35.7% | -19.1% |
| 1Y | +1.9% | +23.6% | -21.7% | -12.7% |
| 3Y | +97.0% | +1.3% | +95.7% | +67.0% |
| 5Y | +97.6% | -40.6% | +138.2% | +115.6% |
| All | +444.1% | +35.1% | +408.9% | +307.8% |
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