+214.8%
SAP vs SWKS
+33.1%
+181.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.5% |
| 7D | -0.7% | -6.2% | +5.5% | +0.9% |
| 30D | +11.1% | -1.5% | +12.6% | +11.3% |
| 3M | +17.0% | +23.0% | -5.9% | +8.7% |
| 6M | +34.8% | +27.6% | +7.2% | +21.4% |
| YTD | -2.2% | +32.3% | -34.5% | -14.3% |
| 1Y | -6.4% | +20.1% | -26.6% | -15.5% |
| 3Y | +75.1% | +0.6% | +74.5% | +57.7% |
| 5Y | +69.8% | -42.3% | +112.1% | +79.3% |
| All | +214.8% | +33.1% | +181.7% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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