+49.5%
PYPL vs SWKS
+23.7%
+25.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.6% | -4.6% |
| 7D | +2.7% | +12.5% | -9.8% | -2.7% |
| 30D | -4.9% | +10.5% | -15.4% | -9.2% |
| 3M | +28.9% | -7.4% | +36.3% | +31.3% |
| 6M | +18.2% | +32.7% | -14.4% | -1.4% |
| YTD | -5.0% | +19.2% | -24.2% | -17.1% |
| 1Y | -18.8% | +2.4% | -21.2% | -24.2% |
| 3Y | -12.6% | -25.6% | +13.0% | -11.5% |
| 5Y | -80.8% | -53.4% | -27.4% | -75.7% |
| All | +49.5% | +23.7% | +25.8% | +16.7% |
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