+32.4%
SWKS vs BG
+95.6%
-63.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | -2.7% | +7.4% | -10.1% | -5.3% |
| 30D | +8.5% | -1.5% | +10.0% | +8.8% |
| 3M | +17.3% | -6.1% | +23.3% | +19.5% |
| 6M | +25.1% | -18.0% | +43.1% | +33.3% |
| YTD | +33.3% | +15.6% | +17.7% | +24.2% |
| 1Y | +22.9% | +9.6% | +13.3% | +16.7% |
| 3Y | +5.5% | +6.3% | -0.7% | -1.0% |
| 5Y | -41.9% | +24.6% | -66.5% | -50.6% |
| 10Y | +32.4% | +98.1% | -65.7% | -19.6% |
| All | +32.4% | +95.6% | -63.2% | -19.6% |
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