+505.9%
SWK vs SBAC
+2,208.1%
-1,702.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -0.4% | -0.8% | +0.3% | -0.4% |
| 30D | -5.7% | +6.9% | -12.6% | -6.6% |
| 3M | +24.1% | -8.2% | +32.3% | +25.2% |
| 6M | +24.7% | -1.6% | +26.3% | +24.0% |
| YTD | +33.9% | -0.1% | +34.1% | +32.9% |
| 1Y | +34.7% | -0.5% | +35.1% | +33.6% |
| 3Y | +15.3% | -9.1% | +24.3% | +15.2% |
| 5Y | -39.3% | -43.8% | +4.5% | -35.6% |
| 10Y | +2.5% | +80.5% | -78.0% | -5.6% |
| All | +505.9% | +2,208.1% | -1,702.3% | +327.8% |
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