+88.7%
BAC vs SWKS
-1.9%
+90.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.6% | -3.3% |
| 7D | -2.7% | -9.2% | +6.5% | -1.1% |
| 30D | -8.0% | -1.9% | -6.1% | -7.8% |
| 3M | -20.9% | +21.2% | -42.2% | -24.1% |
| 6M | -5.4% | +12.9% | -18.3% | -9.0% |
| YTD | -8.1% | +30.7% | -38.8% | -15.0% |
| 1Y | -3.1% | +14.1% | -17.2% | -7.6% |
| All | +88.7% | -1.9% | +90.6% | +60.0% |
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