+2,542.1%
SAP vs SWKS
+1,594.2%
+947.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.0% |
| 6M | +41.3% | +12.9% | +28.4% | +34.0% |
| YTD | +2.0% | +30.7% | -28.7% | -7.0% |
| 1Y | -5.1% | +14.1% | -19.2% | -10.9% |
| 3Y | +82.1% | -1.7% | +83.8% | +70.7% |
| 5Y | +77.2% | -43.0% | +120.2% | +84.2% |
| 10Y | +233.6% | +34.3% | +199.3% | +178.1% |
| All | +2,542.1% | +1,594.2% | +947.9% | +758.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling