-51.8%
SWKS vs BROS
+43.3%
-95.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +12.5% | -6.7% | +19.2% | +13.8% |
| 30D | +10.5% | -29.1% | +39.6% | +16.7% |
| 3M | -7.4% | -16.7% | +9.3% | -5.2% |
| 6M | +32.7% | -11.6% | +44.3% | +33.5% |
| YTD | +19.2% | -23.9% | +43.1% | +22.8% |
| 1Y | +2.4% | -34.8% | +37.2% | +7.9% |
| 3Y | -25.6% | +62.1% | -87.7% | -36.8% |
| All | -51.8% | +43.3% | -95.1% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling