+222.9%
SAP vs SWKS
+37.5%
+185.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.6% | -2.7% | +4.4% | +2.3% |
| 30D | +10.5% | +8.5% | +2.1% | +8.0% |
| 3M | +15.2% | +17.3% | -2.1% | +8.4% |
| 6M | +36.7% | +25.1% | +11.6% | +23.8% |
| YTD | -0.6% | +33.3% | -33.9% | -13.0% |
| 1Y | -4.1% | +22.9% | -27.0% | -14.0% |
| 3Y | +73.2% | +5.5% | +67.7% | +53.5% |
| 5Y | +74.1% | -41.9% | +116.0% | +83.6% |
| 10Y | +222.9% | +32.4% | +190.5% | +153.9% |
| All | +222.9% | +37.5% | +185.4% | +153.9% |
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