+8,007.1%
SWKS vs SAN
+2,116.5%
+5,890.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +12.5% | +1.8% | +10.7% | +11.7% |
| 30D | +10.5% | +2.0% | +8.5% | +9.5% |
| 3M | -7.4% | +19.7% | -27.1% | -14.1% |
| 6M | +32.7% | +30.6% | +2.0% | +17.4% |
| YTD | +19.2% | +28.8% | -9.7% | +5.4% |
| 1Y | +2.4% | +57.8% | -55.4% | -17.0% |
| 3Y | -25.6% | +338.1% | -363.7% | -61.7% |
| 5Y | -53.4% | +384.2% | -437.6% | -77.8% |
| 10Y | +23.2% | +353.1% | -330.0% | -44.1% |
| All | +8,007.1% | +2,116.5% | +5,890.7% | +2,399.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling