+29.5%
SWK vs SAN
+267.2%
-237.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | -0.2% |
| 7D | +10.7% | +8.7% | +1.9% | +6.3% |
| 30D | +33.3% | -6.5% | +39.8% | +37.6% |
| 3M | +14.7% | -14.2% | +28.9% | +23.0% |
| 6M | +48.5% | +2.7% | +45.8% | +45.4% |
| YTD | +63.9% | +8.9% | +55.0% | +53.9% |
| 1Y | +80.4% | +23.4% | +57.0% | +59.0% |
| 3Y | +58.1% | +257.9% | -199.8% | -20.9% |
| 5Y | -24.5% | +297.8% | -322.2% | -65.8% |
| 10Y | +29.5% | +259.6% | -230.1% | -41.6% |
| All | +29.5% | +267.2% | -237.8% | -41.6% |
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