+1,821.9%
BA vs SWKS
+8,307.4%
-6,485.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +1.2% | +12.5% | -11.4% | -0.4% |
| 30D | -11.6% | +10.5% | -22.1% | -12.8% |
| 3M | -2.4% | -7.4% | +5.0% | -1.8% |
| 6M | -6.6% | +32.7% | -39.3% | -10.6% |
| YTD | -2.2% | +19.2% | -21.4% | -5.4% |
| 1Y | -8.0% | +2.4% | -10.4% | -9.4% |
| 3Y | -5.0% | -25.6% | +20.6% | -4.1% |
| 5Y | -2.7% | -53.4% | +50.7% | +3.4% |
| 10Y | +75.9% | +23.2% | +52.7% | +67.6% |
| All | +1,821.9% | +8,307.4% | -6,485.5% | +967.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling