+188.2%
B vs SWKS
+23.7%
+164.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.7% |
| 7D | -1.6% | +12.5% | -14.1% | -3.4% |
| 30D | +9.4% | +10.5% | -1.1% | +7.8% |
| 3M | +5.0% | -7.4% | +12.4% | +5.9% |
| 6M | -3.5% | +32.7% | -36.2% | -8.3% |
| YTD | +4.5% | +19.2% | -14.7% | +0.7% |
| 1Y | +67.8% | +2.4% | +65.4% | +65.4% |
| 3Y | +196.7% | -25.6% | +222.3% | +198.5% |
| 5Y | +151.9% | -53.4% | +205.4% | +163.1% |
| All | +188.2% | +23.7% | +164.5% | +145.9% |
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