+755.0%
SW vs BRKR
+404.3%
+350.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -5.1% | +2.5% | -7.6% | -5.4% |
| 30D | -4.6% | +11.5% | -16.1% | -5.8% |
| 3M | +9.4% | -2.4% | +11.8% | +9.0% |
| 6M | +3.5% | +52.3% | -48.8% | -2.1% |
| YTD | +22.0% | +24.5% | -2.4% | +17.6% |
| 1Y | +2.2% | +97.3% | -95.1% | -6.2% |
| 3Y | +19.6% | -10.3% | +29.9% | +16.8% |
| 5Y | -2.3% | -34.9% | +32.5% | -3.4% |
| 10Y | +181.4% | +171.6% | +9.8% | +156.6% |
| All | +755.0% | +404.3% | +350.7% | +742.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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