+336.0%
SWKS vs BAH
+1,110.0%
-774.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.2% | -2.4% |
| 7D | -9.2% | +6.0% | -15.2% | -10.8% |
| 30D | -1.9% | +31.1% | -33.0% | -9.7% |
| 3M | +21.2% | +25.2% | -3.9% | +12.9% |
| 6M | +12.9% | +18.9% | -6.0% | +5.6% |
| YTD | +30.7% | +8.3% | +22.4% | +23.9% |
| 1Y | +14.1% | +6.2% | +7.9% | +8.6% |
| 3Y | -1.7% | -22.8% | +21.1% | -1.0% |
| 5Y | -43.0% | +13.6% | -56.6% | -51.6% |
| 10Y | +34.3% | +240.2% | -205.9% | -26.7% |
| All | +336.0% | +1,110.0% | -774.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling