-41.4%
SWKS vs BROS
+3.7%
-45.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.3% |
| 7D | +10.9% | -2.5% | +13.3% | +11.2% |
| 30D | +17.6% | -11.2% | +28.8% | +19.2% |
| 3M | +29.2% | -33.9% | +63.1% | +37.3% |
| 6M | +37.0% | -33.5% | +70.4% | +43.9% |
| YTD | +44.9% | -44.9% | +89.9% | +56.4% |
| 1Y | +33.8% | -41.5% | +75.3% | +42.6% |
| 3Y | +10.2% | +22.4% | -12.2% | -2.7% |
| 5Y | -37.0% | -45.7% | +8.7% | -41.3% |
| All | -41.4% | +3.7% | -45.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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