+224.1%
SYK vs SWKS
+49.3%
+174.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.0% | +9.4% | -14.4% | -7.1% |
| 30D | +9.9% | +17.0% | -7.0% | +5.6% |
| 3M | -8.9% | +28.9% | -37.9% | -15.8% |
| 6M | +3.1% | +33.1% | -30.0% | -7.1% |
| YTD | -11.1% | +44.8% | -55.9% | -22.9% |
| 1Y | -16.2% | +36.2% | -52.4% | -26.0% |
| 3Y | +13.2% | +11.5% | +1.7% | -0.6% |
| 5Y | +23.5% | -37.1% | +60.5% | +27.3% |
| All | +224.1% | +49.3% | +174.8% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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