+77.2%
SAP vs SWKS
-44.4%
+121.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.5% | +1.9% |
| 7D | +4.0% | -9.2% | +13.2% | +6.1% |
| 30D | +15.7% | -1.9% | +17.6% | +16.0% |
| 3M | +23.4% | +21.2% | +2.2% | +16.5% |
| 6M | +41.3% | +12.9% | +28.4% | +33.2% |
| YTD | +2.0% | +30.7% | -28.7% | -8.6% |
| 1Y | -5.1% | +14.1% | -19.2% | -11.5% |
| 3Y | +82.1% | -1.7% | +83.8% | +66.3% |
| 5Y | +77.2% | -43.0% | +120.2% | +88.7% |
| All | +77.2% | -44.4% | +121.6% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling