+1,463.4%
SWKS vs BR
+1,321.0%
+142.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +5.6% |
| 7D | +12.5% | -5.3% | +17.8% | +16.0% |
| 30D | +10.5% | +6.4% | +4.0% | +5.8% |
| 3M | -7.4% | +13.6% | -21.0% | -15.6% |
| 6M | +32.7% | -6.7% | +39.4% | +34.4% |
| YTD | +19.2% | -21.1% | +40.3% | +33.4% |
| 1Y | +2.4% | -29.6% | +31.9% | +22.9% |
| 3Y | -25.6% | -2.4% | -23.2% | -28.4% |
| 5Y | -53.4% | +11.2% | -64.7% | -59.3% |
| 10Y | +23.2% | +191.8% | -168.6% | -41.9% |
| All | +1,463.4% | +1,321.0% | +142.4% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling