+2.9%
SWKS vs BNS
+49.3%
-46.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.2% |
| 7D | +11.8% | +1.8% | +10.0% | +11.0% |
| 30D | +6.7% | +4.5% | +2.2% | +4.8% |
| 3M | 0.0% | +15.8% | -15.8% | -6.8% |
| 6M | +38.7% | +31.5% | +7.2% | +21.4% |
| YTD | +21.4% | +28.6% | -7.3% | +6.6% |
| 1Y | +2.9% | +48.2% | -45.3% | -17.2% |
| All | +2.9% | +49.3% | -46.4% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling