+36.3%
SWKS vs BROS
-41.1%
+77.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +3.1% |
| 7D | +10.9% | -2.5% | +13.3% | +11.1% |
| 30D | +17.6% | -11.2% | +28.8% | +18.6% |
| 3M | +29.2% | -33.9% | +63.1% | +34.6% |
| 6M | +37.0% | -33.5% | +70.4% | +40.5% |
| YTD | +44.9% | -44.9% | +89.9% | +53.2% |
| All | +36.3% | -41.1% | +77.5% | +39.1% |
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