+25.9%
SWKS vs BAX
-34.9%
+60.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.1% |
| 7D | +12.5% | -1.1% | +13.7% | +13.1% |
| 30D | +10.5% | -5.5% | +15.9% | +13.2% |
| 3M | -7.4% | +33.5% | -40.9% | -19.7% |
| 6M | +32.7% | +35.9% | -3.2% | +13.1% |
| YTD | +19.2% | +35.4% | -16.2% | +0.7% |
| 1Y | +2.4% | +9.8% | -7.4% | -5.7% |
| 3Y | -25.6% | -32.7% | +7.1% | -15.6% |
| 5Y | -53.4% | -65.6% | +12.1% | -26.0% |
| All | +25.9% | -34.9% | +60.7% | +27.4% |
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