+23.8%
SWKS vs BROS
-34.1%
+57.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.6% | -5.9% | +0.1% |
| 7D | -2.7% | -17.9% | +15.2% | -1.1% |
| 30D | +8.5% | -5.4% | +13.8% | +8.8% |
| 3M | +17.3% | -32.1% | +49.4% | +22.1% |
| 6M | +25.1% | -31.7% | +56.8% | +28.5% |
| YTD | +33.3% | -41.2% | +74.5% | +40.4% |
| All | +23.8% | -34.1% | +57.8% | +26.5% |
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