+134.3%
SWKS vs BG
+1,131.5%
-997.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.9% |
| 7D | +12.5% | +2.8% | +9.7% | +11.4% |
| 30D | +10.5% | +12.0% | -1.5% | +5.8% |
| 3M | -7.4% | -7.7% | +0.3% | -5.3% |
| 6M | +32.7% | +4.5% | +28.2% | +29.2% |
| YTD | +19.2% | +35.7% | -16.5% | +5.4% |
| 1Y | +2.4% | +50.1% | -47.7% | -13.3% |
| 3Y | -25.6% | +12.6% | -38.2% | -31.2% |
| 5Y | -53.4% | +75.4% | -128.9% | -64.4% |
| 10Y | +23.2% | +150.5% | -127.3% | -22.6% |
| All | +134.3% | +1,131.5% | -997.1% | +6.0% |
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