-43.6%
SWKS vs BR
+19.3%
-62.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | -6.2% | +6.5% | -12.6% | -8.9% |
| 30D | -1.5% | +18.9% | -20.4% | -9.2% |
| 3M | +23.0% | +16.3% | +6.7% | +13.1% |
| 6M | +27.6% | +26.2% | +1.4% | +11.2% |
| YTD | +32.3% | -13.1% | +45.4% | +44.5% |
| 1Y | +20.1% | -10.5% | +30.6% | +28.3% |
| 3Y | +0.6% | +13.3% | -12.7% | -11.4% |
| All | -43.6% | +19.3% | -62.9% | -58.2% |
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