+432.1%
SWK vs SNY
+287.4%
+144.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -2.0% | +3.3% | -5.3% | -3.4% |
| 30D | +24.6% | +23.9% | +0.7% | +13.2% |
| 3M | +10.8% | +10.9% | -0.1% | +5.7% |
| 6M | +46.1% | +13.1% | +33.0% | +37.6% |
| YTD | +56.8% | +5.5% | +51.3% | +52.1% |
| 1Y | +72.7% | -1.5% | +74.2% | +72.9% |
| 3Y | +49.9% | +21.3% | +28.6% | +33.7% |
| 5Y | -30.9% | +18.3% | -49.2% | -40.7% |
| 10Y | +18.1% | +78.0% | -59.9% | -19.1% |
| All | +432.1% | +287.4% | +144.7% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling