-50.3%
SWKS vs BRO
+17.6%
-67.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +2.2% |
| 7D | +6.8% | -7.6% | +14.4% | +8.9% |
| 30D | +11.3% | -6.9% | +18.1% | +13.1% |
| 3M | +4.1% | +12.8% | -8.8% | -1.0% |
| 6M | +39.7% | -5.9% | +45.5% | +41.3% |
| YTD | +23.2% | -15.9% | +39.1% | +30.0% |
| 1Y | +5.3% | -28.1% | +33.4% | +17.9% |
| 3Y | -15.1% | -7.0% | -8.1% | -19.1% |
| 5Y | -50.3% | +18.0% | -68.3% | -59.3% |
| All | -50.3% | +17.6% | -67.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling