+31.0%
SWKS vs BBY
+233.2%
-202.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.3% |
| 7D | +11.8% | +8.1% | +3.7% | +8.0% |
| 30D | +6.7% | +8.9% | -2.2% | +2.5% |
| 3M | 0.0% | +22.0% | -22.0% | -9.0% |
| 6M | +38.7% | +37.8% | +0.9% | +17.7% |
| YTD | +21.4% | +37.3% | -16.0% | +2.8% |
| 1Y | +2.9% | +21.6% | -18.7% | -7.9% |
| 3Y | -16.4% | +41.5% | -57.9% | -32.5% |
| 5Y | -51.2% | +1.2% | -52.4% | -56.0% |
| 10Y | +31.0% | +237.8% | -206.7% | -22.1% |
| All | +31.0% | +233.2% | -202.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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