-41.9%
SWKS vs SAN
+294.6%
-336.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -1.7% |
| 7D | -2.7% | +8.7% | -11.5% | -6.3% |
| 30D | +8.5% | -6.5% | +15.0% | +11.0% |
| 3M | +17.3% | -14.2% | +31.5% | +24.4% |
| 6M | +25.1% | +2.7% | +22.4% | +23.0% |
| YTD | +33.3% | +8.9% | +24.5% | +26.2% |
| 1Y | +22.9% | +23.4% | -0.5% | +10.0% |
| 3Y | +5.5% | +257.9% | -252.4% | -41.6% |
| 5Y | -41.9% | +297.8% | -339.7% | -70.0% |
| All | -41.9% | +294.6% | -336.5% | -70.0% |
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 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