+186.7%
B vs SWKS
+33.1%
+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% | +1.2% | -0.7% | +0.4% |
| 7D | +9.6% | -6.2% | +15.7% | +10.6% |
| 30D | +3.5% | -1.5% | +5.0% | +3.6% |
| 3M | -1.6% | +23.0% | -24.5% | -5.1% |
| 6M | -1.7% | +27.6% | -29.3% | -6.0% |
| YTD | -5.3% | +32.3% | -37.6% | -10.6% |
| 1Y | +27.2% | +20.1% | +7.1% | +21.8% |
| 3Y | +166.1% | +0.6% | +165.5% | +155.5% |
| 5Y | +136.5% | -42.3% | +178.8% | +138.4% |
| All | +186.7% | +33.1% | +153.6% | +144.4% |
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