-37.0%
SWKS vs BNY
+191.5%
-228.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +10.9% | +3.6% | +7.3% | +8.3% |
| 30D | +17.6% | +8.8% | +8.8% | +10.9% |
| 3M | +29.2% | -5.8% | +35.0% | +34.2% |
| 6M | +37.0% | +15.5% | +21.5% | +22.6% |
| YTD | +44.9% | +33.9% | +11.0% | +15.9% |
| 1Y | +33.8% | +38.0% | -4.2% | +4.6% |
| 3Y | +10.2% | +258.2% | -248.0% | -55.7% |
| 5Y | -37.0% | +191.1% | -228.1% | -72.9% |
| All | -37.0% | +191.5% | -228.5% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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