+32.7%
SWKS vs BR
-5.2%
+37.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +2.8% |
| 7D | +12.5% | -5.3% | +17.8% | +11.3% |
| 30D | +10.5% | +6.4% | +4.0% | +11.8% |
| 3M | -7.4% | +13.6% | -21.0% | -3.5% |
| 6M | +32.7% | -6.7% | +39.4% | +29.1% |
| All | +32.7% | -5.2% | +37.8% | +29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling