+77.5%
SWK vs SAN
+16.7%
+60.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.7% |
| 7D | +11.0% | +4.9% | +6.1% | +8.9% |
| 30D | +30.1% | -13.0% | +43.0% | +37.6% |
| 3M | +14.7% | -18.9% | +33.5% | +24.9% |
| 6M | +44.5% | -4.1% | +48.6% | +45.3% |
| YTD | +59.4% | +2.6% | +56.8% | +48.1% |
| 1Y | +77.5% | +16.9% | +60.6% | +50.4% |
| All | +77.5% | +16.7% | +60.8% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling