+9.0%
MSFT vs SWKS
+14.2%
-5.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.9% | +9.6% | +6.6% |
| 7D | +4.7% | -4.9% | +9.6% | +4.6% |
| 30D | +5.8% | -1.2% | +7.0% | +5.8% |
| 3M | +13.0% | +24.2% | -11.2% | +13.6% |
| 6M | +34.9% | +21.5% | +13.4% | +35.4% |
| YTD | +15.7% | +33.5% | -17.8% | +16.1% |
| 1Y | +9.0% | +18.9% | -10.0% | +10.6% |
| All | +9.0% | +14.2% | -5.2% | +10.6% |
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