+31.8%
BA vs SWKS
+33.1%
-1.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +1.1% | -6.2% | +7.2% | +3.4% |
| 30D | -7.9% | -1.5% | -6.4% | -7.8% |
| 3M | -25.3% | +23.0% | -48.3% | -32.4% |
| 6M | -24.6% | +27.6% | -52.2% | -34.3% |
| YTD | -20.1% | +32.3% | -52.5% | -32.8% |
| 1Y | -11.8% | +20.1% | -31.9% | -22.6% |
| 3Y | -10.1% | +0.6% | -10.8% | -22.3% |
| 5Y | -22.7% | -42.3% | +19.6% | -15.5% |
| All | +31.8% | +33.1% | -1.3% | +0.5% |
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