+0.7%
SWK vs SNY
+62.8%
-62.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -4.6% | -3.6% | -0.9% | -3.2% |
| 30D | -9.9% | -1.4% | -8.5% | -9.4% |
| 3M | +15.4% | -4.2% | +19.6% | +17.1% |
| 6M | +25.0% | +2.0% | +23.0% | +23.6% |
| YTD | +27.2% | -6.7% | +33.9% | +29.9% |
| 1Y | +24.6% | -4.7% | +29.3% | +26.0% |
| 3Y | +13.7% | -8.1% | +21.8% | +13.7% |
| 5Y | -41.5% | +8.2% | -49.8% | -47.6% |
| 10Y | +0.7% | +64.8% | -64.1% | -24.3% |
| All | +0.7% | +62.8% | -62.1% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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