-7.9%
BROS vs SWK
-24.3%
+16.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -21.2% | +11.0% | -32.3% | -25.1% |
| 30D | -11.6% | +30.1% | -41.6% | -21.9% |
| 3M | -36.7% | +14.7% | -51.3% | -40.8% |
| 6M | -42.8% | +44.5% | -87.3% | -52.2% |
| YTD | -44.8% | +59.4% | -104.2% | -56.2% |
| 1Y | -36.5% | +77.5% | -114.1% | -52.1% |
| 3Y | +27.0% | +49.5% | -22.5% | -2.6% |
| 5Y | -50.3% | -24.9% | -25.4% | -55.7% |
| All | -7.9% | -24.3% | +16.4% | -17.1% |
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