+2.4%
SWKS vs SNY
+2.0%
+0.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -1.3% | +13.8% | +12.7% |
| 30D | +10.5% | +3.4% | +7.1% | +9.8% |
| 3M | -7.4% | -0.3% | -7.1% | -7.2% |
| 6M | +32.7% | +1.0% | +31.6% | +32.3% |
| YTD | +19.2% | -3.6% | +22.8% | +20.7% |
| 1Y | +2.4% | +3.0% | -0.6% | +2.8% |
| All | +2.4% | +2.0% | +0.3% | +2.8% |
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