+448.1%
NFLX vs SWKS
+31.8%
+416.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.3% | -3.1% | +2.9% | +0.7% |
| 30D | -10.0% | +8.3% | -18.3% | -12.5% |
| 3M | -17.1% | +20.2% | -37.3% | -23.5% |
| 6M | -27.7% | +24.9% | -52.6% | -36.0% |
| YTD | -32.5% | +33.2% | -65.7% | -42.7% |
| 1Y | -43.5% | +23.6% | -67.1% | -50.8% |
| 3Y | +41.4% | +1.3% | +40.2% | +21.7% |
| 5Y | -2.2% | -40.6% | +38.4% | +4.6% |
| 10Y | +448.1% | +35.3% | +412.8% | +316.9% |
| All | +448.1% | +31.8% | +416.2% | +316.9% |
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