+20.1%
SWKS vs BROS
-40.0%
+60.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | -6.2% | -21.2% | +15.1% | -4.2% |
| 30D | -1.5% | -11.6% | +10.1% | -0.5% |
| 3M | +23.0% | -36.7% | +59.6% | +28.8% |
| 6M | +27.6% | -42.8% | +70.4% | +34.8% |
| YTD | +32.3% | -44.8% | +77.2% | +39.6% |
| 1Y | +20.1% | -36.5% | +56.7% | +21.6% |
| All | +20.1% | -40.0% | +60.1% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling