+107.3%
META vs SWKS
-25.5%
+132.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.4% |
| 7D | +6.7% | +12.5% | -5.8% | +4.4% |
| 30D | +4.8% | +10.5% | -5.7% | +2.8% |
| 3M | -1.6% | -7.4% | +5.8% | -0.5% |
| 6M | -7.5% | +32.7% | -40.1% | -14.3% |
| YTD | -6.4% | +19.2% | -25.6% | -11.4% |
| 1Y | -17.3% | +2.4% | -19.7% | -19.2% |
| All | +107.3% | -25.5% | +132.7% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling