+25,027.4%
SYK vs SWKS
+8,307.4%
+16,720.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -1.9% |
| 7D | -8.3% | +12.5% | -20.8% | -9.3% |
| 30D | -10.1% | +10.5% | -20.6% | -10.9% |
| 3M | +0.9% | -7.4% | +8.3% | +1.2% |
| 6M | -20.2% | +32.7% | -52.9% | -22.7% |
| YTD | -13.3% | +19.2% | -32.5% | -15.3% |
| 1Y | -22.3% | +2.4% | -24.7% | -23.3% |
| 3Y | +9.7% | -25.6% | +35.4% | +10.0% |
| 5Y | +15.4% | -53.4% | +68.8% | +19.6% |
| 10Y | +192.9% | +23.2% | +169.7% | +178.9% |
| All | +25,027.4% | +8,307.4% | +16,720.0% | +13,979.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling