+46.9%
PYPL vs SWKS
+31.8%
+15.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | -3.1% | +4.1% | +2.3% |
| 30D | +5.9% | +8.3% | -2.5% | +2.0% |
| 3M | -0.2% | +20.2% | -20.5% | -10.0% |
| 6M | +30.3% | +24.9% | +5.4% | +11.8% |
| YTD | +1.6% | +33.2% | -31.6% | -17.3% |
| 1Y | -10.3% | +23.6% | -33.9% | -24.3% |
| 3Y | +8.5% | +1.3% | +7.3% | -8.0% |
| 5Y | -71.0% | -40.6% | -30.4% | -67.9% |
| 10Y | +46.9% | +35.3% | +11.7% | +9.8% |
| All | +46.9% | +31.8% | +15.1% | +9.8% |
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