+51.0%
SWKS vs SAN
+267.7%
-216.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.5% | +3.9% |
| 7D | +10.9% | +1.0% | +9.9% | +10.2% |
| 30D | +17.6% | -9.4% | +27.0% | +21.8% |
| 3M | +29.2% | -17.1% | +46.3% | +39.1% |
| 6M | +37.0% | +2.2% | +34.8% | +34.6% |
| YTD | +44.9% | +6.0% | +39.0% | +38.1% |
| 1Y | +33.8% | +12.7% | +21.1% | +24.1% |
| 3Y | +10.2% | +242.1% | -231.9% | -38.7% |
| 5Y | -37.0% | +293.6% | -330.6% | -68.2% |
| All | +51.0% | +267.7% | -216.7% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling