-17.1%
SWKS vs BG
+16.9%
-33.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +12.5% | +2.8% | +9.7% | +11.6% |
| 30D | +10.5% | +12.0% | -1.5% | +6.5% |
| 3M | -7.4% | -7.7% | +0.3% | -5.1% |
| 6M | +32.7% | +4.5% | +28.2% | +29.9% |
| YTD | +19.2% | +35.7% | -16.5% | +5.8% |
| 1Y | +2.4% | +50.1% | -47.7% | -13.0% |
| All | -17.1% | +16.9% | -33.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling