+45.1%
PYPL vs SWKS
+33.1%
+12.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | +3.9% | -6.2% | +10.1% | +6.7% |
| 30D | +7.8% | -1.5% | +9.3% | +8.1% |
| 3M | -0.7% | +23.0% | -23.6% | -11.4% |
| 6M | +28.8% | +27.6% | +1.2% | +9.3% |
| YTD | +2.4% | +32.3% | -29.9% | -16.5% |
| 1Y | -9.6% | +20.1% | -29.7% | -22.7% |
| 3Y | +9.7% | +0.6% | +9.0% | -6.9% |
| 5Y | -73.5% | -42.3% | -31.2% | -70.2% |
| All | +45.1% | +33.1% | +12.0% | +8.7% |
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