-0.9%
BA vs SWKS
-53.5%
+52.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.3% |
| 7D | +1.2% | +12.5% | -11.4% | -2.5% |
| 30D | -11.6% | +10.5% | -22.1% | -14.5% |
| 3M | -2.4% | -7.4% | +5.0% | -0.8% |
| 6M | -6.6% | +32.7% | -39.3% | -17.4% |
| YTD | -2.2% | +19.2% | -21.4% | -10.9% |
| 1Y | -8.0% | +2.4% | -10.4% | -11.9% |
| 3Y | -5.0% | -25.6% | +20.6% | -4.3% |
| All | -0.9% | -53.5% | +52.6% | +22.1% |
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