-43.0%
SWKS vs BIL
+19.4%
-62.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -9.2% | -0.3% | -8.9% | -8.0% |
| 30D | -1.9% | 0.0% | -1.9% | -1.5% |
| 3M | +21.2% | +0.3% | +20.9% | +21.8% |
| 6M | +12.9% | +1.2% | +11.7% | +11.8% |
| YTD | +30.7% | +2.4% | +28.3% | +26.6% |
| 1Y | +14.1% | +3.0% | +11.1% | +9.5% |
| 3Y | -1.7% | +13.1% | -14.8% | -40.9% |
| 5Y | -43.0% | +19.4% | -62.4% | -80.8% |
| All | -43.0% | +19.4% | -62.4% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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