-43.6%
SWKS vs BAX
-63.7%
+20.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -6.2% | +12.1% | -18.3% | -9.7% |
| 30D | -1.5% | +7.6% | -9.1% | -4.3% |
| 3M | +23.0% | -4.5% | +27.4% | +24.0% |
| 6M | +27.6% | +52.0% | -24.4% | +7.7% |
| YTD | +32.3% | +35.1% | -2.8% | +15.2% |
| 1Y | +20.1% | +43.7% | -23.6% | +2.0% |
| 3Y | +0.6% | -20.9% | +21.6% | +5.2% |
| All | -43.6% | -63.7% | +20.1% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling