-36.5%
SWKS vs BN
+31.1%
-67.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.9% |
| 7D | +9.4% | -1.0% | +10.4% | +10.0% |
| 30D | +17.0% | +14.0% | +3.0% | +6.6% |
| 3M | +28.9% | -9.0% | +37.9% | +35.7% |
| 6M | +33.1% | -8.8% | +42.0% | +39.1% |
| YTD | +44.8% | -10.3% | +55.0% | +51.3% |
| 1Y | +36.2% | -5.8% | +42.0% | +37.6% |
| 3Y | +11.5% | +94.8% | -83.3% | -33.8% |
| All | -36.5% | +31.1% | -67.6% | -52.3% |
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