+18.0%
BAC vs SWKS
-42.6%
+60.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -1.2% | -6.2% | +5.0% | +0.2% |
| 30D | -7.7% | -1.5% | -6.2% | -7.5% |
| 3M | -21.2% | +23.0% | -44.1% | -25.6% |
| 6M | -6.8% | +27.6% | -34.5% | -14.3% |
| YTD | -8.7% | +32.3% | -41.0% | -17.7% |
| 1Y | -5.3% | +20.1% | -25.4% | -12.3% |
| 3Y | +87.4% | +0.6% | +86.8% | +71.1% |
| All | +18.0% | -42.6% | +60.6% | +20.4% |
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