-43.0%
SWKS vs SAN
+272.3%
-315.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -9.2% | +3.5% | -12.7% | -10.6% |
| 30D | -1.9% | -13.2% | +11.3% | +3.6% |
| 3M | +21.2% | -16.9% | +38.2% | +30.4% |
| 6M | +12.9% | +2.3% | +10.5% | +11.0% |
| YTD | +30.7% | +4.9% | +25.8% | +25.7% |
| 1Y | +14.1% | +20.4% | -6.3% | +3.2% |
| 3Y | -1.7% | +243.2% | -244.9% | -44.6% |
| 5Y | -43.0% | +275.3% | -318.3% | -69.8% |
| All | -43.0% | +272.3% | -315.3% | -69.8% |
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