+228.8%
SAP vs SWKS
+35.1%
+193.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | -3.1% | +4.6% | +2.3% |
| 30D | +8.8% | +8.3% | +0.5% | +6.4% |
| 3M | +12.1% | +20.2% | -8.2% | +4.8% |
| 6M | +34.6% | +24.9% | +9.6% | +22.0% |
| YTD | -2.1% | +33.2% | -35.3% | -14.3% |
| 1Y | -5.5% | +23.6% | -29.1% | -15.4% |
| 3Y | +67.4% | +1.3% | +66.2% | +50.6% |
| 5Y | +74.6% | -40.6% | +115.2% | +82.7% |
| All | +228.8% | +35.1% | +193.7% | +159.2% |
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