-46.0%
SWKS vs BROS
+10.8%
-56.8%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.9% | -0.3% |
| 7D | -2.7% | -17.9% | +15.2% | 0.0% |
| 30D | +8.5% | -5.4% | +13.8% | +8.9% |
| 3M | +17.3% | -32.1% | +49.4% | +24.1% |
| 6M | +25.1% | -31.7% | +56.8% | +31.0% |
| YTD | +33.3% | -41.2% | +74.5% | +42.4% |
| 1Y | +22.9% | -32.6% | +55.5% | +27.8% |
| 3Y | +5.5% | +32.7% | -27.1% | -8.0% |
| 5Y | -41.9% | -44.2% | +2.3% | -46.4% |
| All | -46.0% | +10.8% | -56.8% | -50.9% |
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