+135.1%
BAC vs SWKS
-25.5%
+160.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.7% |
| 7D | +1.1% | +12.5% | -11.4% | -1.2% |
| 30D | -0.4% | +10.5% | -10.9% | -2.4% |
| 3M | +16.9% | -7.4% | +24.3% | +18.0% |
| 6M | +26.6% | +32.7% | -6.1% | +16.9% |
| YTD | +15.8% | +19.2% | -3.4% | +9.3% |
| 1Y | +27.2% | +2.4% | +24.8% | +23.7% |
| All | +135.1% | -25.5% | +160.5% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling