+160.2%
SWKS vs BG
+928.0%
-767.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -6.2% | +2.5% | -8.7% | -7.0% |
| 30D | -1.5% | -6.1% | +4.6% | +0.5% |
| 3M | +23.0% | -8.5% | +31.5% | +26.4% |
| 6M | +27.6% | -20.4% | +48.0% | +37.1% |
| YTD | +32.3% | +13.3% | +19.0% | +24.6% |
| 1Y | +20.1% | +7.3% | +12.9% | +15.3% |
| 3Y | +0.6% | +2.6% | -1.9% | -3.7% |
| 5Y | -42.3% | +22.0% | -64.3% | -49.7% |
| 10Y | +35.9% | +91.8% | -55.8% | -5.9% |
| All | +160.2% | +928.0% | -767.8% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling