+1,072.4%
BAC vs SWKS
+9,124.1%
-8,051.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.6% | -3.3% |
| 7D | -2.7% | -9.2% | +6.5% | -1.3% |
| 30D | -8.0% | -1.9% | -6.1% | -7.8% |
| 3M | -20.9% | +21.2% | -42.2% | -23.5% |
| 6M | -5.4% | +12.9% | -18.3% | -8.2% |
| YTD | -8.1% | +30.7% | -38.8% | -13.1% |
| 1Y | -3.1% | +14.1% | -17.2% | -6.6% |
| 3Y | +88.1% | -1.7% | +89.8% | +81.7% |
| 5Y | +19.7% | -43.0% | +62.7% | +23.7% |
| 10Y | +275.9% | +34.3% | +241.6% | +240.7% |
| All | +1,072.4% | +9,124.1% | -8,051.7% | +537.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling