-25.2%
SWKS vs BLDR
-55.3%
+30.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | +12.5% | -2.8% | +15.4% | +13.3% |
| 30D | +10.5% | -13.3% | +23.8% | +14.4% |
| 3M | -7.4% | -12.3% | +4.9% | -5.2% |
| 6M | +32.7% | -31.5% | +64.1% | +44.6% |
| YTD | +19.2% | -36.1% | +55.2% | +31.8% |
| 1Y | +2.4% | -54.1% | +56.5% | +25.9% |
| All | -25.2% | -55.3% | +30.1% | -16.4% |
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