+922.9%
MSFT vs SWKS
+31.8%
+891.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -3.1% | +5.5% | +3.3% |
| 30D | -0.4% | +8.3% | -8.7% | -3.1% |
| 3M | +5.6% | +20.2% | -14.7% | -2.5% |
| 6M | +29.0% | +24.9% | +4.0% | +14.9% |
| YTD | +10.9% | +33.2% | -22.2% | -5.4% |
| 1Y | +6.2% | +23.6% | -17.3% | -7.0% |
| 3Y | +47.6% | +1.3% | +46.4% | +28.0% |
| 5Y | +67.9% | -40.6% | +108.5% | +79.2% |
| 10Y | +922.9% | +35.3% | +887.6% | +644.7% |
| All | +922.9% | +31.8% | +891.0% | +644.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling