+228.4%
SAP vs SWK
+30.0%
+198.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.0% | +2.2% |
| 7D | +4.0% | +11.3% | -7.2% | +0.5% |
| 30D | +15.7% | +28.1% | -12.4% | +6.9% |
| 3M | +23.4% | +12.6% | +10.8% | +18.5% |
| 6M | +41.3% | +51.7% | -10.4% | +22.9% |
| YTD | +2.0% | +60.0% | -58.0% | -13.7% |
| 1Y | -5.1% | +72.7% | -77.8% | -21.8% |
| 3Y | +82.1% | +46.3% | +35.8% | +51.1% |
| 5Y | +77.2% | -24.6% | +101.8% | +80.1% |
| All | +228.4% | +30.0% | +198.4% | +168.9% |
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