+25.7%
BIL vs SWK
+21.9%
+3.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | 0.0% | +30.4% | -30.4% | 0.0% |
| 3M | +0.6% | +12.1% | -11.5% | +0.6% |
| 6M | +1.5% | +49.1% | -47.6% | +1.5% |
| YTD | +2.8% | +60.4% | -57.7% | +2.8% |
| 1Y | +3.3% | +78.3% | -75.0% | +3.4% |
| 3Y | +13.4% | +53.3% | -39.9% | +13.4% |
| 5Y | +19.8% | -27.0% | +46.8% | +19.9% |
| 10Y | +25.7% | +20.8% | +4.9% | +25.8% |
| All | +25.7% | +21.9% | +3.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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