+11.5%
SWKS vs BLK
+97.8%
-86.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +9.4% | +3.7% | +5.7% | +6.7% |
| 30D | +17.0% | +13.9% | +3.1% | +6.5% |
| 3M | +28.9% | +3.9% | +25.0% | +24.7% |
| 6M | +33.1% | +13.0% | +20.2% | +20.4% |
| YTD | +44.8% | +16.1% | +28.7% | +26.0% |
| 1Y | +36.2% | +16.8% | +19.4% | +17.9% |
| 3Y | +11.5% | +97.7% | -86.2% | -39.6% |
| All | +11.5% | +97.8% | -86.4% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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