-51.2%
SWKS vs BLK
+33.5%
-84.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +3.2% |
| 7D | +11.8% | -2.4% | +14.2% | +13.6% |
| 30D | +6.7% | -3.1% | +9.9% | +8.9% |
| 3M | 0.0% | +10.7% | -10.7% | -8.2% |
| 6M | +38.7% | +15.9% | +22.8% | +21.6% |
| YTD | +21.4% | +4.0% | +17.3% | +14.8% |
| 1Y | +2.9% | +1.3% | +1.6% | -0.9% |
| 3Y | -16.4% | +69.6% | -86.0% | -46.6% |
| 5Y | -51.2% | +33.8% | -84.9% | -65.5% |
| All | -51.2% | +33.5% | -84.7% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling