-29.9%
SWK vs SNY
+17.1%
-47.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.4% | +2.8% | -4.2% | -2.1% |
| 30D | +25.5% | +21.6% | +3.8% | +19.5% |
| 3M | +11.8% | +10.5% | +1.3% | +9.0% |
| 6M | +48.7% | +14.0% | +34.7% | +43.6% |
| YTD | +57.2% | +5.4% | +51.8% | +54.5% |
| 1Y | +75.3% | -2.5% | +77.7% | +75.3% |
| 3Y | +51.9% | +22.1% | +29.9% | +46.8% |
| All | -29.9% | +17.1% | -47.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling