+400.1%
META vs SWKS
+31.5%
+368.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.2% |
| 7D | -3.1% | -9.2% | +6.1% | +0.5% |
| 30D | -18.1% | -1.9% | -16.2% | -17.7% |
| 3M | +2.9% | +21.2% | -18.4% | -6.7% |
| 6M | +0.2% | +12.9% | -12.7% | -8.9% |
| YTD | -8.1% | +30.7% | -38.8% | -23.1% |
| 1Y | -4.5% | +14.1% | -18.7% | -15.4% |
| 3Y | +94.2% | -1.7% | +95.9% | +66.6% |
| 5Y | +79.1% | -43.0% | +122.1% | +98.6% |
| All | +400.1% | +31.5% | +368.6% | +279.3% |
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