-41.9%
SWKS vs BN
+35.4%
-77.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.1% | -1.7% |
| 7D | -2.7% | +3.6% | -6.4% | -5.3% |
| 30D | +8.5% | +15.9% | -7.4% | -2.0% |
| 3M | +17.3% | -2.3% | +19.6% | +18.0% |
| 6M | +25.1% | -8.4% | +33.5% | +30.6% |
| YTD | +33.3% | -5.9% | +39.2% | +35.3% |
| 1Y | +22.9% | -5.6% | +28.5% | +24.2% |
| 3Y | +5.5% | +104.2% | -98.7% | -39.0% |
| 5Y | -41.9% | +35.5% | -77.4% | -56.8% |
| All | -41.9% | +35.4% | -77.3% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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