+967.7%
BX vs SWKS
+1,195.7%
-227.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.6% |
| 7D | -4.4% | +12.5% | -16.9% | -9.2% |
| 30D | +0.1% | +10.5% | -10.4% | -4.4% |
| 3M | +16.0% | -7.4% | +23.4% | +18.0% |
| 6M | +21.6% | +32.7% | -11.0% | +3.3% |
| YTD | -8.9% | +19.2% | -28.1% | -19.4% |
| 1Y | -16.6% | +2.4% | -19.0% | -21.9% |
| 3Y | +43.3% | -25.6% | +69.0% | +46.1% |
| 5Y | +25.7% | -53.4% | +79.1% | +56.4% |
| 10Y | +689.5% | +23.2% | +666.3% | +488.4% |
| All | +967.7% | +1,195.7% | -227.9% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling