+913.4%
MSFT vs SWKS
+49.5%
+863.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | -0.5% |
| 7D | -2.4% | +10.9% | -13.3% | -5.7% |
| 30D | -3.8% | +17.6% | -21.4% | -8.9% |
| 3M | +6.4% | +29.2% | -22.8% | -4.1% |
| 6M | +28.8% | +37.0% | -8.2% | +11.4% |
| YTD | +8.8% | +44.9% | -36.1% | -9.9% |
| 1Y | +3.2% | +33.8% | -30.7% | -12.1% |
| 3Y | +44.8% | +10.2% | +34.6% | +22.0% |
| 5Y | +61.8% | -37.0% | +98.8% | +69.7% |
| All | +913.4% | +49.5% | +863.9% | +612.8% |
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