+1,392.3%
SWKS vs BIL
+30.3%
+1,362.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -4.9% | -0.3% | -4.7% | -6.1% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +24.2% | +0.3% | +23.8% | +26.1% |
| 6M | +21.5% | +1.2% | +20.3% | +29.1% |
| YTD | +33.5% | +2.4% | +31.1% | +50.7% |
| 1Y | +18.9% | +3.0% | +15.9% | +38.4% |
| 3Y | +0.4% | +13.1% | -12.7% | +85.7% |
| 5Y | -44.3% | +19.4% | -63.7% | +35.1% |
| 10Y | +37.1% | +25.1% | +12.0% | +328.2% |
| All | +1,392.3% | +30.3% | +1,362.0% | +4,619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling