+707.7%
BE vs SWKS
+16.0%
+691.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -5.5% |
| 7D | +20.5% | +10.9% | +9.7% | +12.7% |
| 30D | -23.4% | +17.6% | -40.9% | -31.0% |
| 3M | -14.9% | +29.2% | -44.1% | -29.7% |
| 6M | -28.1% | +37.0% | -65.0% | -43.5% |
| YTD | +132.4% | +44.9% | +87.5% | +68.5% |
| 1Y | +59.4% | +33.8% | +25.5% | +23.2% |
| 3Y | +1,815.8% | +10.2% | +1,805.6% | +1,427.7% |
| 5Y | +491.3% | -37.0% | +528.3% | +634.8% |
| All | +707.7% | +16.0% | +691.7% | +524.6% |
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