+33.8%
BX vs SWKS
-0.7%
+34.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +1.8% | -6.2% | +8.0% | +3.4% |
| 30D | +7.9% | -1.5% | +9.4% | +8.1% |
| 3M | -9.6% | +23.0% | -32.6% | -15.9% |
| 6M | -2.3% | +27.6% | -29.9% | -12.2% |
| YTD | -19.3% | +32.3% | -51.6% | -29.3% |
| 1Y | -13.2% | +20.1% | -33.4% | -21.3% |
| 3Y | +33.8% | +0.6% | +33.1% | +10.7% |
| All | +33.8% | -0.7% | +34.5% | +10.7% |
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