+1.5%
SWKS vs BURL
+95.5%
-94.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.7% | -10.6% | -5.0% |
| 7D | -4.9% | +10.4% | -15.4% | -7.6% |
| 30D | -1.2% | -4.9% | +3.8% | 0.0% |
| 3M | +24.2% | -29.8% | +53.9% | +36.8% |
| 6M | +21.5% | -16.5% | +37.9% | +26.3% |
| YTD | +33.5% | -10.5% | +44.0% | +35.2% |
| 1Y | +18.9% | -5.3% | +24.2% | +17.4% |
| All | +1.5% | +95.5% | -94.0% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling