-36.5%
SWKS vs BR
+18.8%
-55.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +9.4% | +1.1% | +8.4% | +8.9% |
| 30D | +17.0% | +14.4% | +2.6% | +9.7% |
| 3M | +28.9% | +12.4% | +16.5% | +20.8% |
| 6M | +33.1% | +35.4% | -2.3% | +11.7% |
| YTD | +44.8% | -12.2% | +57.0% | +57.5% |
| 1Y | +36.2% | -12.7% | +49.0% | +48.8% |
| 3Y | +11.5% | +14.3% | -2.8% | -2.3% |
| All | -36.5% | +18.8% | -55.3% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling