+54.4%
PYPL vs SWKS
+49.3%
+5.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.1% | +9.4% | -9.4% | -3.9% |
| 30D | +5.7% | +17.0% | -11.3% | -1.6% |
| 3M | -1.9% | +28.9% | -30.8% | -14.2% |
| 6M | +31.8% | +33.1% | -1.3% | +10.3% |
| YTD | +2.4% | +44.8% | -42.4% | -19.7% |
| 1Y | -8.2% | +36.2% | -44.5% | -26.0% |
| 3Y | +10.2% | +11.5% | -1.3% | -10.7% |
| 5Y | -71.2% | -37.1% | -34.2% | -69.0% |
| All | +54.4% | +49.3% | +5.1% | +11.0% |
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