-47.1%
SWKS vs BROS
+6.4%
-53.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.4% | +1.5% |
| 7D | -9.2% | -21.4% | +12.2% | -5.9% |
| 30D | -1.9% | -11.5% | +9.6% | -0.4% |
| 3M | +21.2% | -47.4% | +68.6% | +33.5% |
| 6M | +12.9% | -39.5% | +52.4% | +20.6% |
| YTD | +30.7% | -43.5% | +74.3% | +40.6% |
| 1Y | +14.1% | -37.8% | +51.9% | +20.4% |
| 3Y | -1.7% | +30.5% | -32.2% | -14.1% |
| 5Y | -43.0% | -49.1% | +6.1% | -47.0% |
| All | -47.1% | +6.4% | -53.5% | -51.5% |
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 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