-4.5%
META vs SWKS
+13.5%
-18.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.9% |
| 7D | -3.1% | -9.2% | +6.1% | -2.9% |
| 30D | -18.1% | -1.9% | -16.2% | -18.1% |
| 3M | +2.9% | +21.2% | -18.4% | +1.9% |
| 6M | +0.2% | +12.9% | -12.7% | -0.1% |
| YTD | -8.1% | +30.7% | -38.8% | -8.9% |
| 1Y | -4.5% | +14.1% | -18.7% | -2.5% |
| All | -4.5% | +13.5% | -18.0% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling