-14.1%
SWKS vs BRO
-7.2%
-7.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +1.6% |
| 7D | +6.8% | -7.6% | +14.4% | +6.9% |
| 30D | +11.3% | -6.9% | +18.1% | +11.3% |
| 3M | +4.1% | +12.8% | -8.8% | +2.9% |
| 6M | +39.7% | -5.9% | +45.5% | +42.2% |
| YTD | +23.2% | -15.9% | +39.1% | +28.1% |
| 1Y | +5.3% | -28.1% | +33.4% | +13.0% |
| All | -14.1% | -7.2% | -7.0% | -11.7% |
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