+185.1%
B vs SWKS
+31.5%
+153.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | +4.3% | -9.2% | +13.5% | +5.8% |
| 30D | -0.9% | -1.9% | +1.0% | -0.8% |
| 3M | -1.4% | +21.2% | -22.6% | -4.7% |
| 6M | +5.0% | +12.9% | -7.9% | +1.9% |
| YTD | -5.8% | +30.7% | -36.6% | -10.9% |
| 1Y | +25.6% | +14.1% | +11.5% | +21.2% |
| 3Y | +161.6% | -1.7% | +163.3% | +152.0% |
| 5Y | +135.2% | -43.0% | +178.2% | +137.5% |
| All | +185.1% | +31.5% | +153.6% | +143.5% |
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