-43.6%
SWKS vs BEN
+19.4%
-63.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | -1.7% |
| 7D | -6.2% | +6.6% | -12.8% | -10.1% |
| 30D | -1.5% | +3.8% | -5.3% | -4.1% |
| 3M | +23.0% | +0.2% | +22.7% | +22.0% |
| 6M | +27.6% | +10.4% | +17.2% | +18.6% |
| YTD | +32.3% | +46.2% | -13.9% | +1.3% |
| 1Y | +20.1% | +52.3% | -32.1% | -10.6% |
| 3Y | +0.6% | +65.9% | -65.3% | -33.0% |
| All | -43.6% | +19.4% | -63.0% | -55.4% |
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