+35.3%
SWKS vs BG
+95.6%
-60.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -3.1% | +5.0% | -8.1% | -4.9% |
| 30D | +8.3% | -3.2% | +11.6% | +9.3% |
| 3M | +20.2% | -11.2% | +31.4% | +25.1% |
| 6M | +24.9% | -19.4% | +44.4% | +33.9% |
| YTD | +33.2% | +13.6% | +19.5% | +24.8% |
| 1Y | +23.6% | +7.3% | +16.3% | +18.3% |
| 3Y | +1.3% | +3.8% | -2.5% | -4.2% |
| 5Y | -40.6% | +23.2% | -63.8% | -49.3% |
| 10Y | +35.3% | +97.9% | -62.7% | -17.1% |
| All | +35.3% | +95.6% | -60.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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