+641.7%
BE vs SWKS
+6.6%
+635.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -13.4% | -3.1% | -10.2% | -11.1% |
| 30D | -33.9% | +8.3% | -42.2% | -37.1% |
| 3M | -12.0% | +20.2% | -32.2% | -23.7% |
| 6M | -29.0% | +24.9% | -53.9% | -40.7% |
| YTD | +113.4% | +33.2% | +80.2% | +63.6% |
| 1Y | +33.2% | +23.6% | +9.6% | +8.5% |
| 3Y | +1,659.2% | +1.3% | +1,658.0% | +1,383.5% |
| 5Y | +461.4% | -40.6% | +502.0% | +623.5% |
| All | +641.7% | +6.6% | +635.1% | +506.6% |
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