-46.5%
SWKS vs BROS
+3.9%
-50.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -6.2% | -21.2% | +15.1% | -2.8% |
| 30D | -1.5% | -11.6% | +10.1% | 0.0% |
| 3M | +23.0% | -36.7% | +59.6% | +31.7% |
| 6M | +27.6% | -42.8% | +70.4% | +37.7% |
| YTD | +32.3% | -44.8% | +77.2% | +42.8% |
| 1Y | +20.1% | -36.5% | +56.7% | +26.2% |
| 3Y | +0.6% | +27.0% | -26.3% | -11.7% |
| 5Y | -42.3% | -50.3% | +8.0% | -46.1% |
| All | -46.5% | +3.9% | -50.4% | -50.7% |
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