+72.7%
SWK vs SARO
+1.5%
+71.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.5% |
| 7D | -2.0% | +8.9% | -10.9% | -5.6% |
| 30D | +24.6% | +38.6% | -14.0% | +8.0% |
| 3M | +10.8% | +0.6% | +10.2% | +10.2% |
| 6M | +46.1% | +2.9% | +43.2% | +42.7% |
| YTD | +56.8% | -3.9% | +60.7% | +58.4% |
| 1Y | +72.7% | +4.6% | +68.2% | +67.8% |
| All | +72.7% | +1.5% | +71.2% | +67.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling