+36.2%
SWKS vs BAX
+38.8%
-2.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.4% | +0.1% | +9.4% | +9.4% |
| 30D | +17.0% | +4.1% | +12.9% | +16.0% |
| 3M | +28.9% | -4.5% | +33.5% | +30.4% |
| 6M | +33.1% | +49.2% | -16.1% | +18.8% |
| YTD | +44.8% | +35.2% | +9.5% | +29.9% |
| 1Y | +36.2% | +38.3% | -2.1% | +20.8% |
| All | +36.2% | +38.8% | -2.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling