+38.0%
BX vs SWKS
+2.3%
+35.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.7% | -3.1% | +6.8% | +4.5% |
| 30D | +8.2% | +8.3% | -0.1% | +5.9% |
| 3M | -12.7% | +20.2% | -32.9% | -18.1% |
| 6M | +1.0% | +24.9% | -24.0% | -8.5% |
| YTD | -17.2% | +33.2% | -50.4% | -27.6% |
| 1Y | -11.6% | +23.6% | -35.2% | -20.5% |
| All | +38.0% | +2.3% | +35.7% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 3y: compounded portfolio wealth divided by compounded SWKS 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…
3y analysis · Full analysis span regression · 6 months rolling