+242.0%
ORCL vs SWKS
+31.5%
+210.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.4% |
| 7D | -17.5% | -9.2% | -8.3% | -15.2% |
| 30D | -20.2% | -1.9% | -18.3% | -19.7% |
| 3M | -19.9% | +21.2% | -41.2% | -24.8% |
| 6M | -37.4% | +12.9% | -50.3% | -40.8% |
| YTD | -40.1% | +30.7% | -70.9% | -46.2% |
| 1Y | -53.4% | +14.1% | -67.5% | -56.4% |
| 3Y | +10.4% | -1.7% | +12.1% | +2.2% |
| 5Y | +29.8% | -43.0% | +72.8% | +36.9% |
| All | +242.0% | +31.5% | +210.5% | +154.3% |
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