+50.8%
SWKS vs BBY
+288.1%
-237.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +9.4% | +4.5% | +5.0% | +7.2% |
| 30D | +17.0% | +16.8% | +0.2% | +8.4% |
| 3M | +28.9% | +23.2% | +5.7% | +15.9% |
| 6M | +33.1% | +91.9% | -58.8% | -3.3% |
| YTD | +44.8% | +61.6% | -16.8% | +12.7% |
| 1Y | +36.2% | +43.9% | -7.7% | +11.7% |
| 3Y | +11.5% | +88.6% | -77.2% | -21.8% |
| 5Y | -37.1% | -3.1% | -34.0% | -43.1% |
| All | +50.8% | +288.1% | -237.3% | -11.9% |
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