+31.0%
SWKS vs BG
+159.1%
-128.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.5% | +0.3% |
| 7D | +11.8% | +2.4% | +9.5% | +10.9% |
| 30D | +6.7% | +15.0% | -8.3% | +1.2% |
| 3M | 0.0% | -0.7% | +0.7% | -0.4% |
| 6M | +38.7% | +7.5% | +31.2% | +33.8% |
| YTD | +21.4% | +41.6% | -20.3% | +5.3% |
| 1Y | +2.9% | +50.7% | -47.8% | -13.4% |
| 3Y | -16.4% | +20.3% | -36.7% | -24.9% |
| 5Y | -51.2% | +85.2% | -136.4% | -64.3% |
| 10Y | +31.0% | +160.6% | -129.6% | -24.9% |
| All | +31.0% | +159.1% | -128.1% | -24.9% |
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