-23.1%
BA vs SWKS
-44.4%
+21.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -1.9% |
| 7D | -0.1% | -9.2% | +9.1% | +2.7% |
| 30D | -9.1% | -1.9% | -7.2% | -8.9% |
| 3M | -28.2% | +21.2% | -49.4% | -33.3% |
| 6M | -23.1% | +12.9% | -36.0% | -28.5% |
| YTD | -20.6% | +30.7% | -51.3% | -30.6% |
| 1Y | -12.7% | +14.1% | -26.8% | -19.9% |
| 3Y | -11.6% | -1.7% | -9.9% | -22.2% |
| 5Y | -23.1% | -43.0% | +19.9% | -12.9% |
| All | -23.1% | -44.4% | +21.3% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling