-53.0%
SWKS vs SYY
+18.7%
-71.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.1% |
| 7D | +12.5% | -2.3% | +14.8% | +13.6% |
| 30D | +10.5% | -4.9% | +15.4% | +12.9% |
| 3M | -7.4% | +8.4% | -15.8% | -11.5% |
| 6M | +32.7% | -7.4% | +40.0% | +35.9% |
| YTD | +19.2% | +11.0% | +8.2% | +10.3% |
| 1Y | +2.4% | -0.2% | +2.6% | +0.2% |
| 3Y | -25.6% | +23.8% | -49.4% | -37.1% |
| All | -53.0% | +18.7% | -71.7% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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