-8.6%
SWK vs SARO
-21.9%
+13.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -1.8% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | -9.9% | -14.5% | +4.6% | -3.7% |
| 3M | +15.4% | -5.3% | +20.7% | +17.9% |
| 6M | +25.0% | -15.3% | +40.3% | +32.7% |
| YTD | +27.2% | -15.6% | +42.8% | +35.3% |
| 1Y | +24.6% | -9.1% | +33.7% | +27.7% |
| All | -8.6% | -21.9% | +13.2% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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