+49.5%
SWK vs SBAC
-10.4%
+59.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | +11.0% | +1.2% | +9.8% | +10.9% |
| 30D | +30.1% | +11.2% | +18.9% | +27.9% |
| 3M | +14.7% | +4.5% | +10.2% | +13.8% |
| 6M | +44.5% | -12.2% | +56.7% | +47.7% |
| YTD | +59.4% | -0.1% | +59.5% | +58.9% |
| 1Y | +77.5% | -0.3% | +77.8% | +77.0% |
| 3Y | +49.5% | -8.7% | +58.2% | +49.4% |
| All | +49.5% | -10.4% | +59.8% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling