-1.1%
BX vs SWKS
-36.1%
+35.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.7% | -5.6% | -3.9% |
| 7D | -1.1% | +10.9% | -11.9% | -5.3% |
| 30D | +8.8% | +17.6% | -8.8% | +1.5% |
| 3M | -18.3% | +29.2% | -47.5% | -28.5% |
| 6M | -1.5% | +37.0% | -38.5% | -18.7% |
| YTD | -19.9% | +44.9% | -64.9% | -37.2% |
| 1Y | -14.5% | +33.8% | -48.3% | -30.2% |
| 3Y | +32.3% | +10.2% | +22.1% | +6.0% |
| 5Y | -1.1% | -37.0% | +35.9% | +12.9% |
| All | -1.1% | -36.1% | +35.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling