+37.8%
SWKS vs BAX
-35.5%
+73.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +3.6% | -6.8% | -4.7% |
| 30D | +8.3% | +8.5% | -0.2% | +4.0% |
| 3M | +20.2% | -4.9% | +25.1% | +21.6% |
| 6M | +24.9% | +47.0% | -22.1% | +2.5% |
| YTD | +33.2% | +38.4% | -5.3% | +10.4% |
| 1Y | +23.6% | +49.1% | -25.6% | -1.3% |
| 3Y | +1.3% | -14.9% | +16.1% | +2.0% |
| 5Y | -40.6% | -63.1% | +22.5% | -10.0% |
| All | +37.8% | -35.5% | +73.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling