+51.0%
SWKS vs BNS
+188.0%
-137.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.2% |
| 7D | +10.9% | +1.0% | +9.9% | +10.1% |
| 30D | +17.6% | +2.7% | +14.9% | +15.3% |
| 3M | +29.2% | +3.5% | +25.7% | +25.3% |
| 6M | +37.0% | +22.1% | +14.9% | +18.4% |
| YTD | +44.9% | +29.5% | +15.4% | +19.5% |
| 1Y | +33.8% | +40.7% | -6.9% | +4.0% |
| 3Y | +10.2% | +148.6% | -138.4% | -43.4% |
| 5Y | -37.0% | +79.6% | -116.6% | -59.6% |
| All | +51.0% | +188.0% | -137.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling