+28.7%
SWK vs SBAC
+93.8%
-65.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | +11.0% | +1.2% | +9.8% | +10.7% |
| 30D | +30.1% | +11.2% | +18.9% | +25.1% |
| 3M | +14.7% | +4.5% | +10.2% | +12.6% |
| 6M | +44.5% | -12.2% | +56.7% | +49.9% |
| YTD | +59.4% | -0.1% | +59.5% | +55.2% |
| 1Y | +77.5% | -0.3% | +77.8% | +72.7% |
| 3Y | +49.5% | -8.7% | +58.2% | +47.0% |
| 5Y | -24.9% | -40.2% | +15.3% | -13.2% |
| All | +28.7% | +93.8% | -65.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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