+37.1%
SWKS vs BURL
+269.3%
-232.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -5.3% |
| 7D | -4.9% | +10.4% | -15.4% | -8.0% |
| 30D | -1.2% | -4.9% | +3.8% | 0.0% |
| 3M | +24.2% | -29.8% | +53.9% | +37.4% |
| 6M | +21.5% | -16.5% | +37.9% | +26.4% |
| YTD | +33.5% | -10.5% | +44.0% | +35.4% |
| 1Y | +18.9% | -5.3% | +24.2% | +17.6% |
| 3Y | +0.4% | +95.1% | -94.7% | -23.4% |
| 5Y | -44.3% | -12.1% | -32.2% | -48.0% |
| 10Y | +37.1% | +273.2% | -236.0% | -5.0% |
| All | +37.1% | +269.3% | -232.2% | -5.0% |
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