+89.4%
META vs SWKS
-44.6%
+134.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +2.4% |
| 7D | +2.9% | -4.9% | +7.8% | +4.6% |
| 30D | -15.1% | -1.2% | -13.9% | -15.0% |
| 3M | +7.2% | +24.2% | -16.9% | -2.9% |
| 6M | +3.4% | +21.5% | -18.1% | -8.2% |
| YTD | -4.3% | +33.5% | -37.8% | -20.0% |
| 1Y | +0.8% | +18.9% | -18.1% | -11.3% |
| 3Y | +102.2% | +0.4% | +101.8% | +66.6% |
| 5Y | +89.4% | -44.3% | +133.7% | +134.5% |
| All | +89.4% | -44.6% | +134.0% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling