+698.4%
SW vs BRKR
+431.3%
+267.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +5.0% | +10.8% | -5.7% | +3.6% |
| 3M | -13.7% | +6.4% | -20.1% | -14.6% |
| 6M | +8.0% | +40.7% | -32.7% | +2.8% |
| YTD | +14.0% | +31.2% | -17.2% | +8.8% |
| 1Y | +25.6% | +48.0% | -22.4% | +18.4% |
| 3Y | +40.1% | +8.1% | +32.1% | +34.2% |
| 5Y | -2.6% | -24.0% | +21.4% | -5.1% |
| 10Y | +174.4% | +180.0% | -5.6% | +148.0% |
| All | +698.4% | +431.3% | +267.1% | +679.2% |
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