+0.6%
SWKS vs BLDR
-50.4%
+51.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +2.3% |
| 7D | -6.2% | -3.7% | -2.5% | -5.7% |
| 30D | -1.5% | +16.8% | -18.3% | -5.9% |
| 3M | +23.0% | -13.7% | +36.7% | +26.3% |
| 6M | +27.6% | -21.9% | +49.5% | +33.1% |
| YTD | +32.3% | -39.2% | +71.5% | +47.1% |
| 1Y | +20.1% | -42.6% | +62.8% | +35.9% |
| 3Y | +0.6% | -50.2% | +50.9% | +9.1% |
| All | +0.6% | -50.4% | +51.1% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling