+73.5%
BA vs SWKS
+23.7%
+49.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.5% |
| 7D | +1.2% | +12.5% | -11.4% | -3.4% |
| 30D | -11.6% | +10.5% | -22.1% | -15.2% |
| 3M | -2.4% | -7.4% | +5.0% | -0.6% |
| 6M | -6.6% | +32.7% | -39.3% | -19.6% |
| YTD | -2.2% | +19.2% | -21.4% | -12.7% |
| 1Y | -8.0% | +2.4% | -10.4% | -13.1% |
| 3Y | -5.0% | -25.6% | +20.6% | -4.5% |
| 5Y | -2.7% | -53.4% | +50.7% | +18.1% |
| All | +73.5% | +23.7% | +49.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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