-46.1%
SWKS vs BROS
+8.6%
-54.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -3.1% | -19.0% | +15.9% | -0.2% |
| 30D | +8.3% | -7.3% | +15.6% | +9.1% |
| 3M | +20.2% | -31.2% | +51.4% | +26.9% |
| 6M | +24.9% | -33.0% | +58.0% | +31.2% |
| YTD | +33.2% | -42.4% | +75.5% | +42.6% |
| 1Y | +23.6% | -37.7% | +61.3% | +30.3% |
| 3Y | +1.3% | +28.2% | -26.9% | -11.2% |
| 5Y | -40.6% | -43.4% | +2.8% | -45.0% |
| All | -46.1% | +8.6% | -54.7% | -50.8% |
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