+448.2%
NFLX vs SWKS
+49.3%
+398.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.0% | +9.4% | -11.4% | -4.8% |
| 30D | -11.9% | +17.0% | -28.9% | -16.5% |
| 3M | -20.6% | +28.9% | -49.5% | -28.4% |
| 6M | -29.0% | +33.1% | -62.2% | -38.3% |
| YTD | -33.7% | +44.8% | -78.5% | -45.2% |
| 1Y | -46.2% | +36.2% | -82.4% | -54.6% |
| 3Y | +39.8% | +11.5% | +28.3% | +16.3% |
| 5Y | -9.0% | -37.1% | +28.1% | -4.3% |
| All | +448.2% | +49.3% | +398.8% | +306.1% |
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