-5.1%
SAP vs SWKS
+33.8%
-38.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +9.4% | -8.8% | +1.1% |
| 30D | +6.5% | +17.0% | -10.4% | +7.4% |
| 3M | +12.2% | +28.9% | -16.7% | +13.2% |
| 6M | +46.1% | +33.1% | +12.9% | +45.6% |
| YTD | -1.6% | +44.8% | -46.4% | -3.3% |
| 1Y | -5.1% | +36.2% | -41.3% | -4.6% |
| All | -5.1% | +33.8% | -38.9% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling