-6.4%
SAP vs SWKS
+15.3%
-21.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.1% |
| 7D | -0.7% | -6.2% | +5.5% | -1.0% |
| 30D | +11.1% | -1.5% | +12.6% | +11.0% |
| 3M | +17.0% | +23.0% | -5.9% | +17.5% |
| 6M | +34.8% | +27.6% | +7.2% | +33.6% |
| YTD | -2.2% | +32.3% | -34.5% | -4.3% |
| 1Y | -6.4% | +20.1% | -26.6% | -5.1% |
| All | -6.4% | +15.3% | -21.8% | -5.1% |
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