+52.7%
SWKS vs SNY
+64.3%
-11.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.9% |
| 7D | +17.5% | -3.6% | +21.2% | +19.2% |
| 30D | +23.0% | -1.9% | +24.9% | +23.7% |
| 3M | +19.5% | -2.0% | +21.5% | +20.0% |
| 6M | +54.3% | +2.5% | +51.8% | +51.5% |
| YTD | +35.3% | -7.0% | +42.2% | +38.1% |
| 1Y | +17.9% | -4.4% | +22.3% | +18.5% |
| 3Y | -6.8% | -8.4% | +1.6% | -7.2% |
| 5Y | -45.4% | +9.5% | -55.0% | -52.1% |
| All | +52.7% | +64.3% | -11.6% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling