-43.6%
SWKS vs SBAC
-40.3%
-3.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -6.2% | +1.2% | -7.4% | -6.5% |
| 30D | -1.5% | +11.2% | -12.7% | -4.1% |
| 3M | +23.0% | +4.5% | +18.5% | +21.3% |
| 6M | +27.6% | -12.2% | +39.8% | +30.9% |
| YTD | +32.3% | -0.1% | +32.4% | +30.1% |
| 1Y | +20.1% | -0.3% | +20.4% | +18.1% |
| 3Y | +0.6% | -8.7% | +9.4% | -0.7% |
| All | -43.6% | -40.3% | -3.2% | -36.4% |
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