+30.5%
SWKS vs BURL
+258.4%
-227.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.9% | -1.2% |
| 7D | -9.2% | +3.5% | -12.7% | -10.3% |
| 30D | -1.9% | -9.3% | +7.4% | +0.7% |
| 3M | +21.2% | -32.1% | +53.3% | +35.5% |
| 6M | +12.9% | -19.8% | +32.7% | +19.0% |
| YTD | +30.7% | -13.2% | +43.9% | +33.8% |
| 1Y | +14.1% | -7.8% | +22.0% | +13.8% |
| 3Y | -1.7% | +89.3% | -91.0% | -24.2% |
| 5Y | -43.0% | -15.8% | -27.2% | -46.0% |
| All | +30.5% | +258.4% | -227.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling