+244.8%
ORCL vs SWKS
+33.1%
+211.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -11.2% | -6.2% | -5.0% | -9.5% |
| 30D | -18.8% | -1.5% | -17.3% | -18.4% |
| 3M | -18.8% | +23.0% | -41.7% | -24.0% |
| 6M | -39.7% | +27.6% | -67.3% | -44.7% |
| YTD | -39.6% | +32.3% | -72.0% | -46.0% |
| 1Y | -51.7% | +20.1% | -71.9% | -55.6% |
| 3Y | +10.2% | +0.6% | +9.6% | +1.4% |
| 5Y | +30.8% | -42.3% | +73.1% | +37.6% |
| All | +244.8% | +33.1% | +211.7% | +155.5% |
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