-41.5%
SWK vs SNY
+7.6%
-49.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -4.6% | -3.6% | -0.9% | -3.7% |
| 30D | -9.9% | -1.4% | -8.5% | -9.6% |
| 3M | +15.4% | -4.2% | +19.6% | +16.5% |
| 6M | +25.0% | +2.0% | +23.0% | +24.1% |
| YTD | +27.2% | -6.7% | +33.9% | +29.0% |
| 1Y | +24.6% | -4.7% | +29.3% | +25.6% |
| 3Y | +13.7% | -8.1% | +21.8% | +14.5% |
| 5Y | -41.5% | +8.2% | -49.8% | -45.0% |
| All | -41.5% | +7.6% | -49.1% | -45.0% |
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