-43.6%
SWKS vs SAN
+267.8%
-311.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +2.1% |
| 7D | -6.2% | +4.9% | -11.1% | -8.2% |
| 30D | -1.5% | -13.0% | +11.5% | +3.9% |
| 3M | +23.0% | -18.9% | +41.8% | +33.5% |
| 6M | +27.6% | -4.1% | +31.8% | +29.1% |
| YTD | +32.3% | +2.6% | +29.7% | +28.3% |
| 1Y | +20.1% | +16.9% | +3.2% | +9.9% |
| 3Y | +0.6% | +239.1% | -238.4% | -43.1% |
| All | -43.6% | +267.8% | -311.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling