+164.7%
B vs SWKS
-1.9%
+166.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.9% |
| 7D | +4.3% | -9.2% | +13.5% | +6.0% |
| 30D | -0.9% | -1.9% | +1.0% | -0.8% |
| 3M | -1.4% | +21.2% | -22.6% | -5.4% |
| 6M | +5.0% | +12.9% | -7.9% | +1.3% |
| YTD | -5.8% | +30.7% | -36.6% | -11.9% |
| 1Y | +25.6% | +14.1% | +11.5% | +20.5% |
| All | +164.7% | -1.9% | +166.5% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling