+705.6%
SW vs BRKR
+420.5%
+285.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | -3.0% | +3.9% | -6.9% | -3.5% |
| 30D | +4.2% | +7.4% | -3.2% | +3.1% |
| 3M | -11.5% | +1.9% | -13.4% | -12.1% |
| 6M | +8.6% | +35.1% | -26.5% | +3.8% |
| YTD | +15.0% | +28.5% | -13.5% | +10.0% |
| 1Y | +25.7% | +42.6% | -16.9% | +18.9% |
| 3Y | +44.8% | +5.6% | +39.2% | +39.0% |
| 5Y | -1.7% | -25.6% | +23.9% | -4.1% |
| 10Y | +176.9% | +174.3% | +2.6% | +150.8% |
| All | +705.6% | +420.5% | +285.1% | +687.9% |
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