+35.3%
SWKS vs BLDR
+554.2%
-518.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.3% |
| 7D | -3.1% | -1.1% | -2.1% | -3.3% |
| 30D | +8.3% | +19.1% | -10.7% | +1.3% |
| 3M | +20.2% | -12.6% | +32.8% | +23.4% |
| 6M | +24.9% | -18.7% | +43.6% | +29.4% |
| YTD | +33.2% | -38.8% | +72.0% | +48.9% |
| 1Y | +23.6% | -41.2% | +64.8% | +39.7% |
| 3Y | +1.3% | -49.4% | +50.6% | +14.8% |
| 5Y | -40.6% | -6.0% | -34.6% | -48.2% |
| 10Y | +35.3% | +523.1% | -487.8% | -39.0% |
| All | +35.3% | +554.2% | -518.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling