+354.4%
SWK vs SNY
+253.7%
+100.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.4% | -1.3% | +0.8% | +0.1% |
| 30D | -5.7% | +3.4% | -9.1% | -7.2% |
| 3M | +24.1% | -0.3% | +24.4% | +23.8% |
| 6M | +24.7% | +1.0% | +23.7% | +23.5% |
| YTD | +33.9% | -3.6% | +37.6% | +35.3% |
| 1Y | +34.7% | +3.0% | +31.7% | +31.6% |
| 3Y | +15.3% | -4.3% | +19.6% | +12.4% |
| 5Y | -39.3% | +5.2% | -44.4% | -45.1% |
| 10Y | +2.5% | +70.2% | -67.7% | -28.7% |
| All | +354.4% | +253.7% | +100.7% | +94.1% |
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