+367.8%
SWKS vs SBAC
+2,208.1%
-1,840.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +12.5% | -0.8% | +13.3% | +12.7% |
| 30D | +10.5% | +6.9% | +3.6% | +8.4% |
| 3M | -7.4% | -8.2% | +0.8% | -5.8% |
| 6M | +32.7% | -1.6% | +34.3% | +31.3% |
| YTD | +19.2% | -0.1% | +19.3% | +17.3% |
| 1Y | +2.4% | -0.5% | +2.8% | +0.6% |
| 3Y | -25.6% | -9.1% | -16.6% | -26.5% |
| 5Y | -53.4% | -43.8% | -9.6% | -48.1% |
| 10Y | +23.2% | +80.5% | -57.4% | -0.1% |
| All | +367.8% | +2,208.1% | -1,840.3% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling