+53.8%
MSFT vs SWKS
-1.9%
+55.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.4% |
| 7D | +1.1% | -9.2% | +10.3% | +2.1% |
| 30D | +1.3% | -1.9% | +3.2% | +1.4% |
| 3M | +10.2% | +21.2% | -11.1% | +7.1% |
| 6M | +30.8% | +12.9% | +17.9% | +27.3% |
| YTD | +11.5% | +30.7% | -19.2% | +5.6% |
| 1Y | +6.5% | +14.1% | -7.6% | +3.3% |
| All | +53.8% | -1.9% | +55.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling