+675.5%
BE vs SWKS
+6.8%
+668.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.4% |
| 7D | -1.2% | -2.7% | +1.5% | +1.1% |
| 30D | -30.9% | +8.5% | -39.4% | -34.3% |
| 3M | -11.6% | +17.3% | -28.9% | -22.1% |
| 6M | -25.7% | +25.1% | -50.8% | -38.1% |
| YTD | +123.1% | +33.3% | +89.8% | +70.9% |
| 1Y | +43.4% | +22.9% | +20.5% | +17.3% |
| 3Y | +1,683.6% | +5.5% | +1,678.1% | +1,350.5% |
| 5Y | +465.4% | -41.9% | +507.3% | +641.2% |
| All | +675.5% | +6.8% | +668.8% | +533.6% |
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