+71.4%
BAC vs SWKS
-53.5%
+125.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.9% |
| 7D | +1.1% | +12.5% | -11.4% | -1.8% |
| 30D | -0.4% | +10.5% | -10.9% | -3.0% |
| 3M | +16.9% | -7.4% | +24.3% | +18.2% |
| 6M | +26.6% | +32.7% | -6.1% | +14.7% |
| YTD | +15.8% | +19.2% | -3.4% | +7.7% |
| 1Y | +27.2% | +2.4% | +24.8% | +22.7% |
| 3Y | +132.4% | -25.6% | +158.0% | +134.5% |
| All | +71.4% | -53.5% | +125.0% | +97.9% |
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