+22.2%
SWK vs SAN
+270.1%
-248.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -1.4% | +4.0% | -5.4% | -3.4% |
| 30D | +25.5% | -7.8% | +33.3% | +30.4% |
| 3M | +11.8% | -16.4% | +28.1% | +21.5% |
| 6M | +48.7% | +3.5% | +45.2% | +45.0% |
| YTD | +57.2% | +6.7% | +50.5% | +49.1% |
| 1Y | +75.3% | +14.5% | +60.8% | +60.4% |
| 3Y | +51.9% | +243.5% | -191.6% | -22.6% |
| 5Y | -30.7% | +296.2% | -326.9% | -68.7% |
| All | +22.2% | +270.1% | -248.0% | -45.1% |
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