+2.4%
SWKS vs SAN
+58.9%
-56.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +12.5% | +1.8% | +10.7% | +11.8% |
| 30D | +10.5% | +2.0% | +8.5% | +9.7% |
| 3M | -7.4% | +19.7% | -27.1% | -12.4% |
| 6M | +32.7% | +30.6% | +2.0% | +21.8% |
| YTD | +19.2% | +28.8% | -9.7% | +8.1% |
| 1Y | +2.4% | +57.8% | -55.4% | -15.0% |
| All | +2.4% | +58.9% | -56.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling