+214.8%
SAP vs SWK
+29.6%
+185.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | -0.7% | +11.0% | -11.7% | -4.0% |
| 30D | +11.1% | +30.1% | -19.0% | +2.2% |
| 3M | +17.0% | +14.7% | +2.4% | +11.8% |
| 6M | +34.8% | +44.5% | -9.7% | +19.1% |
| YTD | -2.2% | +59.4% | -61.6% | -17.1% |
| 1Y | -6.4% | +77.5% | -84.0% | -23.6% |
| 3Y | +75.1% | +49.5% | +25.7% | +44.1% |
| 5Y | +69.8% | -24.9% | +94.7% | +72.9% |
| All | +214.8% | +29.6% | +185.2% | +158.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling