+32.1%
SWKS vs SBAC
+93.8%
-61.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.9% |
| 7D | -6.2% | +1.2% | -7.4% | -6.7% |
| 30D | -1.5% | +11.2% | -12.7% | -5.6% |
| 3M | +23.0% | +4.5% | +18.5% | +20.2% |
| 6M | +27.6% | -12.2% | +39.8% | +31.8% |
| YTD | +32.3% | -0.1% | +32.4% | +28.6% |
| 1Y | +20.1% | -0.3% | +20.4% | +16.6% |
| 3Y | +0.6% | -8.7% | +9.4% | -2.1% |
| 5Y | -42.3% | -40.2% | -2.2% | -32.9% |
| All | +32.1% | +93.8% | -61.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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