+263.2%
BAC vs SWKS
+33.1%
+230.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -1.2% | -6.2% | +5.0% | +0.7% |
| 30D | -7.7% | -1.5% | -6.2% | -7.5% |
| 3M | -21.2% | +23.0% | -44.1% | -27.2% |
| 6M | -6.8% | +27.6% | -34.5% | -16.7% |
| YTD | -8.7% | +32.3% | -41.0% | -20.4% |
| 1Y | -5.3% | +20.1% | -25.4% | -14.7% |
| 3Y | +87.4% | +0.6% | +86.8% | +67.8% |
| 5Y | +18.9% | -42.3% | +61.2% | +27.6% |
| All | +263.2% | +33.1% | +230.1% | +166.6% |
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 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