-21.7%
BKNG vs SWKS
+4.5%
-26.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -3.9% |
| 7D | -13.1% | +6.8% | -19.9% | -13.5% |
| 30D | -18.5% | +11.3% | -29.8% | -19.2% |
| 3M | +5.8% | +4.1% | +1.7% | +4.7% |
| 6M | -2.1% | +39.7% | -41.8% | -7.7% |
| YTD | -18.6% | +23.2% | -41.9% | -22.1% |
| 1Y | -21.7% | +5.3% | -26.9% | -25.2% |
| All | -21.7% | +4.5% | -26.1% | -25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling