-43.6%
SWKS vs BUD
+48.8%
-92.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.7% |
| 7D | -6.2% | +4.5% | -10.6% | -7.8% |
| 30D | -1.5% | +12.5% | -14.0% | -6.1% |
| 3M | +23.0% | 0.0% | +23.0% | +22.3% |
| 6M | +27.6% | +3.8% | +23.8% | +24.5% |
| YTD | +32.3% | +33.1% | -0.7% | +15.5% |
| 1Y | +20.1% | +35.5% | -15.4% | +3.9% |
| 3Y | +0.6% | +49.4% | -48.7% | -18.6% |
| All | -43.6% | +48.8% | -92.4% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling