+72.7%
SWK vs SNY
-1.6%
+74.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -2.0% | +3.3% | -5.3% | -3.5% |
| 30D | +24.6% | +23.9% | +0.7% | +14.1% |
| 3M | +10.8% | +10.9% | -0.1% | +5.8% |
| 6M | +46.1% | +13.1% | +33.0% | +37.7% |
| YTD | +56.8% | +5.5% | +51.3% | +53.1% |
| 1Y | +72.7% | -1.5% | +74.2% | +82.9% |
| All | +72.7% | -1.6% | +74.3% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling