+50.8%
SWKS vs BAX
-35.8%
+86.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +9.4% | +0.1% | +9.4% | +9.3% |
| 30D | +17.0% | +4.1% | +12.9% | +14.2% |
| 3M | +28.9% | -4.5% | +33.5% | +30.1% |
| 6M | +33.1% | +49.2% | -16.1% | +8.6% |
| YTD | +44.8% | +35.2% | +9.5% | +21.1% |
| 1Y | +36.2% | +38.3% | -2.1% | +12.5% |
| 3Y | +11.5% | -19.0% | +30.5% | +14.9% |
| 5Y | -37.1% | -64.2% | +27.1% | -3.3% |
| All | +50.8% | -35.8% | +86.7% | +67.2% |
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