+47.2%
PYPL vs SWKS
+37.5%
+9.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.0% |
| 7D | +2.2% | -2.7% | +4.9% | +3.3% |
| 30D | +8.1% | +8.5% | -0.3% | +4.1% |
| 3M | +1.9% | +17.3% | -15.4% | -7.1% |
| 6M | +33.1% | +25.1% | +8.0% | +14.2% |
| YTD | +3.8% | +33.3% | -29.6% | -15.6% |
| 1Y | -8.3% | +22.9% | -31.2% | -22.4% |
| 3Y | +11.9% | +5.5% | +6.3% | -7.4% |
| 5Y | -70.4% | -41.9% | -28.5% | -67.0% |
| 10Y | +47.2% | +32.4% | +14.7% | +10.1% |
| All | +47.2% | +37.5% | +9.7% | +10.1% |
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