+32.4%
SWKS vs BLDR
+602.6%
-570.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.9% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | +8.5% | +24.8% | -16.3% | +0.1% |
| 3M | +17.3% | -11.7% | +29.0% | +20.1% |
| 6M | +25.1% | -14.8% | +39.9% | +27.7% |
| YTD | +33.3% | -35.9% | +69.2% | +46.9% |
| 1Y | +22.9% | -39.7% | +62.6% | +38.0% |
| 3Y | +5.5% | -45.6% | +51.1% | +16.9% |
| 5Y | -41.9% | -2.5% | -39.4% | -49.8% |
| 10Y | +32.4% | +597.4% | -564.9% | -38.8% |
| All | +32.4% | +602.6% | -570.1% | -38.8% |
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