-25.2%
SWKS vs BNS
+125.4%
-150.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.2% |
| 7D | +12.5% | +1.5% | +11.0% | +11.5% |
| 30D | +10.5% | +6.0% | +4.5% | +6.6% |
| 3M | -7.4% | +16.3% | -23.7% | -15.8% |
| 6M | +32.7% | +28.8% | +3.9% | +12.9% |
| YTD | +19.2% | +30.0% | -10.8% | +0.6% |
| 1Y | +2.4% | +50.7% | -48.3% | -21.8% |
| All | -25.2% | +125.4% | -150.7% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling