+32.1%
SWKS vs BAH
+220.7%
-188.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.7% | +2.3% |
| 7D | -6.2% | -3.5% | -2.6% | -5.4% |
| 30D | -1.5% | +24.3% | -25.7% | -6.9% |
| 3M | +23.0% | +16.3% | +6.6% | +17.9% |
| 6M | +27.6% | +13.6% | +14.0% | +22.1% |
| YTD | +32.3% | +3.5% | +28.8% | +28.0% |
| 1Y | +20.1% | +2.7% | +17.4% | +16.1% |
| 3Y | +0.6% | -26.6% | +27.2% | +2.4% |
| 5Y | -42.3% | +8.5% | -50.8% | -50.9% |
| All | +32.1% | +220.7% | -188.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling