+62.8%
META vs SWKS
-53.5%
+116.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.3% |
| 7D | +6.7% | +12.5% | -5.8% | +2.0% |
| 30D | +4.8% | +10.5% | -5.7% | +0.6% |
| 3M | -1.6% | -7.4% | +5.8% | +0.3% |
| 6M | -7.5% | +32.7% | -40.1% | -21.1% |
| YTD | -6.4% | +19.2% | -25.6% | -17.0% |
| 1Y | -17.3% | +2.4% | -19.7% | -22.2% |
| 3Y | +109.9% | -25.6% | +135.5% | +110.4% |
| All | +62.8% | -53.5% | +116.3% | +120.1% |
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