+623.6%
SWK vs SBAC
+2,252.5%
-1,628.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.4% |
| 7D | +11.3% | +4.4% | +6.8% | +10.7% |
| 30D | +28.1% | +13.8% | +14.3% | +25.9% |
| 3M | +12.6% | +9.0% | +3.6% | +11.2% |
| 6M | +51.7% | -10.0% | +61.7% | +53.3% |
| YTD | +60.0% | +1.8% | +58.2% | +58.2% |
| 1Y | +72.7% | +1.1% | +71.5% | +70.9% |
| 3Y | +46.3% | -9.5% | +55.8% | +46.2% |
| 5Y | -24.6% | -39.0% | +14.4% | -20.9% |
| 10Y | +32.2% | +101.1% | -68.9% | +20.3% |
| All | +623.6% | +2,252.5% | -1,628.9% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling