+52.7%
SWKS vs BRO
+295.1%
-242.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.9% |
| 7D | +17.5% | -8.6% | +26.1% | +22.5% |
| 30D | +23.0% | -6.9% | +29.9% | +26.9% |
| 3M | +19.5% | +10.5% | +9.1% | +11.2% |
| 6M | +54.3% | -2.8% | +57.1% | +52.2% |
| YTD | +35.3% | -16.1% | +51.4% | +44.5% |
| 1Y | +17.9% | -27.6% | +45.5% | +36.0% |
| 3Y | -6.8% | -7.3% | +0.5% | -12.7% |
| 5Y | -45.4% | +19.0% | -64.4% | -59.0% |
| All | +52.7% | +295.1% | -242.4% | -42.8% |
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 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