+32.4%
SWKS vs BAX
-35.6%
+68.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.2% |
| 7D | -2.7% | +9.0% | -11.8% | -6.3% |
| 30D | +8.5% | +8.5% | 0.0% | +4.2% |
| 3M | +17.3% | -4.1% | +21.4% | +18.2% |
| 6M | +25.1% | +46.9% | -21.8% | +2.8% |
| YTD | +33.3% | +38.4% | -5.0% | +10.6% |
| 1Y | +22.9% | +47.0% | -24.1% | -1.1% |
| 3Y | +5.5% | -14.9% | +20.5% | +6.4% |
| 5Y | -41.9% | -62.5% | +20.6% | -13.0% |
| 10Y | +32.4% | -33.9% | +66.3% | +52.0% |
| All | +32.4% | -35.6% | +68.1% | +52.0% |
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