-0.6%
SWKS vs BUD
+51.6%
-52.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.4% |
| 7D | -9.2% | +7.1% | -16.3% | -10.6% |
| 30D | -1.9% | +12.7% | -14.6% | -4.7% |
| 3M | +21.2% | 0.0% | +21.2% | +21.3% |
| 6M | +12.9% | +7.6% | +5.3% | +10.2% |
| YTD | +30.7% | +35.0% | -4.3% | +18.5% |
| 1Y | +14.1% | +37.6% | -23.4% | +2.8% |
| All | -0.6% | +51.6% | -52.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling