+29.2%
SWK vs SAN
+244.5%
-215.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +11.3% | +3.5% | +7.8% | +9.6% |
| 30D | +28.1% | -13.2% | +41.3% | +37.3% |
| 3M | +12.6% | -16.9% | +29.5% | +22.9% |
| 6M | +51.7% | +2.3% | +49.4% | +49.0% |
| YTD | +60.0% | +4.9% | +55.0% | +53.1% |
| 1Y | +72.7% | +20.4% | +52.2% | +54.1% |
| 3Y | +46.3% | +243.2% | -196.9% | -25.2% |
| 5Y | -24.6% | +275.3% | -299.9% | -64.8% |
| All | +29.2% | +244.5% | -215.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling