-43.0%
SWKS vs BAH
+12.6%
-55.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.2% |
| 7D | -9.2% | +6.0% | -15.2% | -9.9% |
| 30D | -1.9% | +31.1% | -33.0% | -5.5% |
| 3M | +21.2% | +25.2% | -3.9% | +17.5% |
| 6M | +12.9% | +18.9% | -6.0% | +10.0% |
| YTD | +30.7% | +8.3% | +22.4% | +28.0% |
| 1Y | +14.1% | +6.2% | +7.9% | +12.0% |
| 3Y | -1.7% | -22.8% | +21.1% | -1.9% |
| 5Y | -43.0% | +13.6% | -56.6% | -51.1% |
| All | -43.0% | +12.6% | -55.6% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling