+1,503.1%
SWKS vs SNY
+253.7%
+1,249.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +12.5% | -1.3% | +13.8% | +13.2% |
| 30D | +10.5% | +3.4% | +7.1% | +8.6% |
| 3M | -7.4% | -0.3% | -7.1% | -7.8% |
| 6M | +32.7% | +1.0% | +31.6% | +30.7% |
| YTD | +19.2% | -3.6% | +22.8% | +20.1% |
| 1Y | +2.4% | +3.0% | -0.6% | -0.8% |
| 3Y | -25.6% | -4.3% | -21.3% | -28.1% |
| 5Y | -53.4% | +5.2% | -58.6% | -58.5% |
| 10Y | +23.2% | +70.2% | -47.0% | -17.6% |
| All | +1,503.1% | +253.7% | +1,249.4% | +524.3% |
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