+0.6%
SWKS vs BR
+13.3%
-12.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | -6.2% | +6.5% | -12.6% | -7.4% |
| 30D | -1.5% | +18.9% | -20.4% | -5.1% |
| 3M | +23.0% | +16.3% | +6.7% | +17.9% |
| 6M | +27.6% | +26.2% | +1.4% | +18.9% |
| YTD | +32.3% | -13.1% | +45.4% | +49.5% |
| 1Y | +20.1% | -10.5% | +30.6% | +32.9% |
| 3Y | +0.6% | +13.3% | -12.7% | -8.1% |
| All | +0.6% | +13.3% | -12.6% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling