+25.9%
SWKS vs BURL
+215.5%
-189.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.7% |
| 7D | +12.5% | -2.8% | +15.3% | +13.4% |
| 30D | +10.5% | -28.2% | +38.7% | +22.3% |
| 3M | -7.4% | -17.6% | +10.2% | -2.0% |
| 6M | +32.7% | -11.8% | +44.4% | +36.3% |
| YTD | +19.2% | -8.1% | +27.3% | +20.7% |
| 1Y | +2.4% | -12.0% | +14.3% | +4.2% |
| 3Y | -25.6% | +63.3% | -88.9% | -39.7% |
| 5Y | -53.4% | -10.8% | -42.6% | -56.5% |
| All | +25.9% | +215.5% | -189.6% | -5.7% |
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