-37.0%
SWKS vs SNY
+17.2%
-54.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.7% | +2.7% |
| 7D | +10.9% | +3.3% | +7.6% | +10.1% |
| 30D | +17.6% | +23.9% | -6.3% | +12.1% |
| 3M | +29.2% | +10.9% | +18.3% | +26.0% |
| 6M | +37.0% | +13.1% | +23.9% | +32.6% |
| YTD | +44.9% | +5.5% | +39.4% | +42.7% |
| 1Y | +33.8% | -1.5% | +35.3% | +33.9% |
| 3Y | +10.2% | +21.3% | -11.0% | +5.1% |
| 5Y | -37.0% | +18.3% | -55.3% | -42.2% |
| All | -37.0% | +17.2% | -54.2% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling