-53.0%
SWKS vs BR
+11.2%
-64.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +5.2% |
| 7D | +12.5% | -5.3% | +17.8% | +15.3% |
| 30D | +10.5% | +6.4% | +4.0% | +6.6% |
| 3M | -7.4% | +13.6% | -21.0% | -13.9% |
| 6M | +32.7% | -6.7% | +39.4% | +36.7% |
| YTD | +19.2% | -21.1% | +40.3% | +36.5% |
| 1Y | +2.4% | -29.6% | +31.9% | +26.4% |
| 3Y | -25.6% | -2.4% | -23.2% | -28.1% |
| All | -53.0% | +11.2% | -64.2% | -63.8% |
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