-36.7%
SWK vs SBAC
-43.7%
+7.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -0.4% | -0.8% | +0.3% | -0.2% |
| 30D | -5.7% | +6.9% | -12.6% | -7.6% |
| 3M | +24.1% | -8.2% | +32.3% | +26.7% |
| 6M | +24.7% | -1.6% | +26.3% | +23.5% |
| YTD | +33.9% | -0.1% | +34.1% | +31.6% |
| 1Y | +34.7% | -0.5% | +35.1% | +32.3% |
| 3Y | +15.3% | -9.1% | +24.3% | +14.0% |
| All | -36.7% | -43.7% | +7.0% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling