+31.0%
SWKS vs BR
+183.7%
-152.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +3.3% |
| 7D | +11.8% | -5.9% | +17.8% | +15.8% |
| 30D | +6.7% | +1.9% | +4.8% | +4.8% |
| 3M | 0.0% | +14.7% | -14.6% | -9.5% |
| 6M | +38.7% | -12.8% | +51.5% | +48.0% |
| YTD | +21.4% | -23.0% | +44.4% | +40.1% |
| 1Y | +2.9% | -31.7% | +34.6% | +28.8% |
| 3Y | -16.4% | -4.8% | -11.6% | -18.6% |
| 5Y | -51.2% | +7.8% | -59.0% | -57.6% |
| 10Y | +31.0% | +184.1% | -153.0% | -37.1% |
| All | +31.0% | +183.7% | -152.7% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling