-36.5%
SWKS vs SBAC
-39.6%
+3.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | +17.0% | +5.5% | +11.5% | +15.4% |
| 3M | +28.9% | +3.1% | +25.9% | +27.6% |
| 6M | +33.1% | -7.0% | +40.2% | +34.5% |
| YTD | +44.8% | +0.5% | +44.3% | +42.1% |
| 1Y | +36.2% | +0.2% | +36.0% | +33.7% |
| 3Y | +11.5% | -7.4% | +18.8% | +9.4% |
| All | -36.5% | -39.6% | +3.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling