-41.5%
BROS vs SWK
+73.5%
-115.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.5% |
| 7D | -2.5% | -2.0% | -0.5% | -1.3% |
| 30D | -11.2% | +24.6% | -35.8% | -21.3% |
| 3M | -33.9% | +10.8% | -44.7% | -37.4% |
| 6M | -33.5% | +46.1% | -79.6% | -46.6% |
| YTD | -44.9% | +56.8% | -101.8% | -59.5% |
| 1Y | -41.5% | +72.7% | -114.2% | -61.5% |
| All | -41.5% | +73.5% | -115.0% | -61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling