+52.3%
MSFT vs SWKS
-0.7%
+53.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | +1.7% | -6.2% | +7.8% | +2.3% |
| 30D | +0.2% | -1.5% | +1.6% | +0.3% |
| 3M | +6.4% | +23.0% | -16.6% | +3.3% |
| 6M | +28.7% | +27.6% | +1.1% | +23.3% |
| YTD | +10.4% | +32.3% | -21.9% | +4.4% |
| 1Y | +7.6% | +20.1% | -12.5% | +3.5% |
| 3Y | +52.3% | +0.6% | +51.7% | +41.4% |
| All | +52.3% | -0.7% | +53.0% | +41.4% |
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