-40.6%
SWKS vs BEN
+30.9%
-71.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.9% |
| 7D | -3.1% | +12.1% | -15.3% | -10.1% |
| 30D | +8.3% | +13.4% | -5.1% | -0.2% |
| 3M | +20.2% | +9.4% | +10.9% | +13.0% |
| 6M | +24.9% | +19.3% | +5.7% | +10.7% |
| YTD | +33.2% | +57.3% | -24.1% | -2.6% |
| 1Y | +23.6% | +69.1% | -45.5% | -14.0% |
| 3Y | +1.3% | +85.6% | -84.4% | -37.4% |
| 5Y | -40.6% | +32.9% | -73.5% | -55.7% |
| All | -40.6% | +30.9% | -71.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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