+1,501.0%
SWK vs SAN
+1,705.1%
-204.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +11.3% | +3.5% | +7.8% | +10.0% |
| 30D | +28.1% | -13.2% | +41.3% | +35.0% |
| 3M | +12.6% | -16.9% | +29.5% | +20.3% |
| 6M | +51.7% | +2.3% | +49.4% | +49.9% |
| YTD | +60.0% | +4.9% | +55.0% | +55.4% |
| 1Y | +72.7% | +20.4% | +52.2% | +59.3% |
| 3Y | +46.3% | +243.2% | -196.9% | -9.9% |
| 5Y | -24.6% | +275.3% | -299.9% | -56.2% |
| 10Y | +32.2% | +254.0% | -221.7% | -24.9% |
| All | +1,501.0% | +1,705.1% | -204.1% | +485.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling