-36.5%
SWKS vs BG
+21.9%
-58.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +9.4% | +2.6% | +6.9% | +8.6% |
| 30D | +17.0% | -6.7% | +23.6% | +19.2% |
| 3M | +28.9% | -9.3% | +38.2% | +32.5% |
| 6M | +33.1% | -18.3% | +51.5% | +40.6% |
| YTD | +44.8% | +16.2% | +28.6% | +36.4% |
| 1Y | +36.2% | +7.6% | +28.6% | +31.4% |
| 3Y | +11.5% | +6.6% | +4.9% | +4.5% |
| All | -36.5% | +21.9% | -58.4% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling