-53.0%
SWKS vs BP
+128.1%
-181.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +12.5% | +3.9% | +8.6% | +11.0% |
| 30D | +10.5% | +7.6% | +2.9% | +7.6% |
| 3M | -7.4% | +0.7% | -8.1% | -8.2% |
| 6M | +32.7% | +15.5% | +17.2% | +24.3% |
| YTD | +19.2% | +30.8% | -11.7% | +5.9% |
| 1Y | +2.4% | +34.3% | -31.9% | -10.3% |
| 3Y | -25.6% | +35.1% | -60.7% | -36.5% |
| All | -53.0% | +128.1% | -181.1% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling