+2.4%
SWKS vs BRO
-24.4%
+26.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.2% |
| 7D | +12.5% | -2.6% | +15.1% | +11.9% |
| 30D | +10.5% | +0.9% | +9.6% | +10.8% |
| 3M | -7.4% | +24.8% | -32.2% | -2.7% |
| 6M | +32.7% | -0.1% | +32.7% | +38.3% |
| YTD | +19.2% | -9.7% | +28.9% | +23.3% |
| 1Y | +2.4% | -24.5% | +26.9% | +4.8% |
| All | +2.4% | -24.4% | +26.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling