+11.5%
SWKS vs BRO
+0.9%
+10.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | 0.0% |
| 7D | +9.4% | -0.3% | +9.7% | +9.4% |
| 30D | +17.0% | +11.3% | +5.7% | +17.5% |
| 3M | +28.9% | +0.7% | +28.2% | +29.4% |
| 6M | +33.1% | +32.9% | +0.2% | +31.0% |
| YTD | +44.8% | -8.8% | +53.6% | +51.0% |
| 1Y | +36.2% | -9.2% | +45.5% | +42.1% |
| 3Y | +11.5% | +0.1% | +11.4% | +19.2% |
| All | +11.5% | +0.9% | +10.6% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling