+2,504.2%
SAP vs SWK
+1,092.2%
+1,412.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +13.1% | -8.9% | -0.6% |
| 7D | +1.3% | +17.9% | -16.6% | -5.0% |
| 30D | +15.5% | +31.9% | -16.4% | +3.9% |
| 3M | +22.8% | +16.6% | +6.2% | +15.4% |
| 6M | +42.5% | +61.1% | -18.7% | +17.6% |
| YTD | +0.5% | +64.2% | -63.7% | -18.7% |
| 1Y | -5.9% | +85.2% | -91.2% | -27.5% |
| 3Y | +79.5% | +50.2% | +29.3% | +41.7% |
| 5Y | +75.3% | -22.8% | +98.1% | +73.0% |
| 10Y | +228.9% | +35.8% | +193.1% | +137.3% |
| All | +2,504.2% | +1,092.2% | +1,412.0% | +909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling