+50.8%
SWKS vs BRO
+297.2%
-246.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -1.0% |
| 7D | +9.4% | -0.3% | +9.7% | +9.5% |
| 30D | +17.0% | +11.3% | +5.7% | +10.4% |
| 3M | +28.9% | +0.7% | +28.2% | +26.6% |
| 6M | +33.1% | +32.9% | +0.2% | +10.4% |
| YTD | +44.8% | -8.8% | +53.6% | +46.9% |
| 1Y | +36.2% | -9.2% | +45.5% | +38.2% |
| 3Y | +11.5% | +0.1% | +11.4% | -0.2% |
| 5Y | -37.1% | +15.6% | -52.7% | -50.9% |
| All | +50.8% | +297.2% | -246.4% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling