-14.1%
SWKS vs SNY
-9.4%
-4.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.7% |
| 7D | +6.8% | -3.6% | +10.4% | +7.6% |
| 30D | +11.3% | -1.4% | +12.7% | +11.5% |
| 3M | +4.1% | -4.2% | +8.3% | +4.9% |
| 6M | +39.7% | +2.0% | +37.7% | +38.4% |
| YTD | +23.2% | -6.7% | +29.9% | +24.9% |
| 1Y | +5.3% | -4.7% | +10.0% | +5.9% |
| All | -14.1% | -9.4% | -4.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling