-36.5%
SWKS vs BRO
+15.5%
-52.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +9.4% | -0.3% | +9.7% | +9.5% |
| 30D | +17.0% | +11.3% | +5.7% | +13.7% |
| 3M | +28.9% | +0.7% | +28.2% | +28.1% |
| 6M | +33.1% | +32.9% | +0.2% | +19.6% |
| YTD | +44.8% | -8.8% | +53.6% | +49.3% |
| 1Y | +36.2% | -9.2% | +45.5% | +40.4% |
| 3Y | +11.5% | +0.1% | +11.4% | +3.9% |
| All | -36.5% | +15.5% | -52.0% | -48.5% |
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