+286.0%
BRO vs SWK
-1.5%
+287.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | -8.6% | -6.7% | -1.9% | -6.9% |
| 30D | -6.9% | -13.5% | +6.5% | -3.4% |
| 3M | +10.5% | +16.2% | -5.7% | +5.6% |
| 6M | -2.8% | +22.7% | -25.5% | -9.0% |
| YTD | -16.1% | +23.8% | -40.0% | -22.0% |
| 1Y | -27.6% | +20.9% | -48.5% | -32.6% |
| 3Y | -7.3% | +10.6% | -17.9% | -15.3% |
| 5Y | +19.0% | -42.5% | +61.4% | +32.4% |
| All | +286.0% | -1.5% | +287.5% | +234.6% |
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