-43.6%
SWKS vs BROS
-50.1%
+6.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -6.2% | -21.2% | +15.1% | -2.4% |
| 30D | -1.5% | -11.6% | +10.1% | +0.2% |
| 3M | +23.0% | -36.7% | +59.6% | +33.0% |
| 6M | +27.6% | -42.8% | +70.4% | +39.1% |
| YTD | +32.3% | -44.8% | +77.2% | +44.3% |
| 1Y | +20.1% | -36.5% | +56.7% | +26.9% |
| 3Y | +0.6% | +27.0% | -26.3% | -15.2% |
| All | -43.6% | -50.1% | +6.5% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling