+0.6%
SWKS vs BP
+42.8%
-42.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -6.2% | -11.6% | +5.5% | -2.4% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | +23.0% | +6.7% | +16.2% | +20.3% |
| 6M | +27.6% | +2.2% | +25.4% | +26.1% |
| YTD | +32.3% | +33.0% | -0.7% | +15.5% |
| 1Y | +20.1% | +30.7% | -10.6% | +5.4% |
| 3Y | +0.6% | +44.2% | -43.5% | -19.0% |
| All | +0.6% | +42.8% | -42.1% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling