-43.0%
SWKS vs BUD
+50.9%
-93.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.7% |
| 7D | -9.2% | +7.1% | -16.3% | -11.6% |
| 30D | -1.9% | +12.7% | -14.6% | -6.5% |
| 3M | +21.2% | 0.0% | +21.2% | +20.7% |
| 6M | +12.9% | +7.6% | +5.3% | +8.5% |
| YTD | +30.7% | +35.0% | -4.3% | +13.5% |
| 1Y | +14.1% | +37.6% | -23.4% | -1.8% |
| 3Y | -1.7% | +51.5% | -53.2% | -20.8% |
| 5Y | -43.0% | +50.2% | -93.2% | -54.6% |
| All | -43.0% | +50.9% | -93.9% | -54.6% |
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