+51.0%
SWKS vs BP
+141.7%
-90.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.2% |
| 7D | +10.9% | +2.5% | +8.4% | +9.8% |
| 30D | +17.6% | -5.6% | +23.2% | +20.2% |
| 3M | +29.2% | +8.0% | +21.2% | +25.1% |
| 6M | +37.0% | +5.7% | +31.3% | +32.4% |
| YTD | +44.9% | +36.8% | +8.1% | +25.0% |
| 1Y | +33.8% | +30.7% | +3.1% | +17.4% |
| 3Y | +10.2% | +51.6% | -41.4% | -10.5% |
| 5Y | -37.0% | +112.2% | -149.2% | -56.6% |
| All | +51.0% | +141.7% | -90.8% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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