-5.8%
BROS vs SWK
-24.0%
+18.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.6% | -18.8% | -20.2% |
| 7D | -21.4% | +11.3% | -32.6% | -25.3% |
| 30D | -11.5% | +28.1% | -39.6% | -21.3% |
| 3M | -47.4% | +12.6% | -59.9% | -50.2% |
| 6M | -39.5% | +51.7% | -91.2% | -50.6% |
| YTD | -43.5% | +60.0% | -103.5% | -55.3% |
| 1Y | -37.8% | +72.7% | -110.5% | -52.4% |
| 3Y | +30.5% | +46.3% | -15.8% | +1.2% |
| 5Y | -49.1% | -24.6% | -24.5% | -54.7% |
| All | -5.8% | -24.0% | +18.3% | -15.3% |
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