+6.7%
TSLA vs SWKS
-41.6%
+48.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.7% | -3.1% | -1.5% | -2.9% |
| 30D | -0.8% | +8.3% | -9.1% | -5.0% |
| 3M | +14.8% | +20.2% | -5.5% | +0.4% |
| 6M | -11.3% | +24.9% | -36.3% | -25.6% |
| YTD | -15.6% | +33.2% | -48.7% | -34.3% |
| 1Y | -14.7% | +23.6% | -38.3% | -30.5% |
| 3Y | +76.9% | +1.3% | +75.7% | +47.2% |
| 5Y | +6.7% | -40.6% | +47.3% | +39.1% |
| All | +6.7% | -41.6% | +48.3% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling