-53.0%
SWKS vs BIL
+19.4%
-72.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +0.1% | +12.4% | +12.4% |
| 30D | +10.5% | +0.3% | +10.2% | +9.9% |
| 3M | -7.4% | +0.9% | -8.3% | -9.0% |
| 6M | +32.7% | +1.8% | +30.8% | +27.5% |
| YTD | +19.2% | +2.4% | +16.7% | +12.9% |
| 1Y | +2.4% | +3.7% | -1.3% | -5.9% |
| 3Y | -25.6% | +14.2% | -39.8% | -61.0% |
| All | -53.0% | +19.4% | -72.4% | -85.8% |
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