+2.4%
SWKS vs BR
-29.1%
+31.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.1% |
| 7D | +12.5% | -5.3% | +17.8% | +11.9% |
| 30D | +10.5% | +6.4% | +4.0% | +11.1% |
| 3M | -7.4% | +13.6% | -21.0% | -5.4% |
| 6M | +32.7% | -6.7% | +39.4% | +35.4% |
| YTD | +19.2% | -21.1% | +40.3% | +24.8% |
| 1Y | +2.4% | -29.6% | +31.9% | +10.0% |
| All | +2.4% | -29.1% | +31.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling