+200.5%
B vs SWKS
+37.5%
+163.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.1% |
| 7D | +11.3% | -2.7% | +14.1% | +11.7% |
| 30D | +2.9% | +8.5% | -5.5% | +1.6% |
| 3M | -2.9% | +17.3% | -20.1% | -5.7% |
| 6M | -1.2% | +25.1% | -26.3% | -5.3% |
| YTD | -1.3% | +33.3% | -34.7% | -6.9% |
| 1Y | +30.4% | +22.9% | +7.5% | +24.4% |
| 3Y | +195.3% | +5.5% | +189.7% | +181.7% |
| 5Y | +146.2% | -41.9% | +188.1% | +148.0% |
| 10Y | +200.5% | +32.4% | +168.0% | +157.1% |
| All | +200.5% | +37.5% | +163.0% | +157.1% |
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 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