+27.0%
BROS vs SWK
-36.4%
+63.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -6.7% | -0.4% | -6.2% | -6.4% |
| 30D | -29.1% | -5.7% | -23.3% | -26.9% |
| 3M | -16.7% | +24.1% | -40.8% | -25.0% |
| 6M | -11.6% | +24.7% | -36.3% | -20.9% |
| YTD | -23.9% | +33.9% | -57.9% | -34.3% |
| 1Y | -34.8% | +34.7% | -69.5% | -44.2% |
| 3Y | +62.1% | +15.3% | +46.8% | +40.8% |
| All | +27.0% | -36.4% | +63.4% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling