+27.6%
BX vs SWKS
-53.5%
+81.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.7% |
| 7D | -4.4% | +12.5% | -16.9% | -9.4% |
| 30D | +0.1% | +10.5% | -10.4% | -4.6% |
| 3M | +16.0% | -7.4% | +23.4% | +18.4% |
| 6M | +21.6% | +32.7% | -11.0% | +0.7% |
| YTD | -8.9% | +19.2% | -28.1% | -20.7% |
| 1Y | -16.6% | +2.4% | -19.0% | -22.4% |
| 3Y | +43.3% | -25.6% | +69.0% | +46.9% |
| All | +27.6% | -53.5% | +81.1% | +77.6% |
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