+1,240.6%
SWK vs SAN
+2,116.5%
-875.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.4% | +1.8% | -2.2% | -1.1% |
| 30D | -5.7% | +2.0% | -7.7% | -6.4% |
| 3M | +24.1% | +19.7% | +4.3% | +16.0% |
| 6M | +24.7% | +30.6% | -5.9% | +12.7% |
| YTD | +33.9% | +28.8% | +5.1% | +20.8% |
| 1Y | +34.7% | +57.8% | -23.1% | +12.5% |
| 3Y | +15.3% | +338.1% | -322.9% | -35.1% |
| 5Y | -39.3% | +384.2% | -423.5% | -67.9% |
| 10Y | +2.5% | +353.1% | -350.7% | -46.8% |
| All | +1,240.6% | +2,116.5% | -875.9% | +355.4% |
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 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