+178.2%
SAP vs SWKS
+23.7%
+154.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.9% |
| 7D | -2.9% | +12.5% | -15.4% | -6.2% |
| 30D | +9.0% | +10.5% | -1.5% | +5.8% |
| 3M | +14.9% | -7.4% | +22.3% | +16.2% |
| 6M | +11.9% | +32.7% | -20.8% | -0.2% |
| YTD | -9.9% | +19.2% | -29.1% | -17.5% |
| 1Y | -19.5% | +2.4% | -21.9% | -23.0% |
| 3Y | +61.8% | -25.6% | +87.4% | +62.7% |
| 5Y | +56.2% | -53.4% | +109.6% | +78.3% |
| All | +178.2% | +23.7% | +154.5% | +119.6% |
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