+82.7%
SAP vs SWKS
-1.9%
+84.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.7% |
| 7D | +4.0% | -9.2% | +13.2% | +5.2% |
| 30D | +15.7% | -1.9% | +17.6% | +15.8% |
| 3M | +23.4% | +21.2% | +2.2% | +19.1% |
| 6M | +41.3% | +12.9% | +28.4% | +36.2% |
| YTD | +2.0% | +30.7% | -28.7% | -5.1% |
| 1Y | -5.1% | +14.1% | -19.2% | -9.0% |
| All | +82.7% | -1.9% | +84.6% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling