-5.9%
SAP vs SWK
+87.6%
-93.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | +2.2% |
| 7D | +1.3% | +17.9% | -16.6% | -1.2% |
| 30D | +15.5% | +31.9% | -16.4% | +11.0% |
| 3M | +22.8% | +16.6% | +6.2% | +19.7% |
| 6M | +42.5% | +61.1% | -18.7% | +34.3% |
| YTD | +0.5% | +64.2% | -63.7% | -5.4% |
| 1Y | -5.9% | +85.2% | -91.2% | -14.8% |
| All | -5.9% | +87.6% | -93.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling