+87.4%
SYY vs SWK
+32.9%
+54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.9% | +0.9% |
| 7D | -4.1% | +10.7% | -14.8% | -7.8% |
| 30D | +0.3% | +33.3% | -33.0% | -10.0% |
| 3M | -6.3% | +14.7% | -21.0% | -11.4% |
| 6M | +9.7% | +48.5% | -38.8% | -6.5% |
| YTD | +9.4% | +63.9% | -54.4% | -11.0% |
| 1Y | +7.3% | +80.4% | -73.1% | -16.2% |
| 3Y | +27.6% | +58.1% | -30.5% | -1.6% |
| 5Y | +12.5% | -24.5% | +37.0% | +19.0% |
| 10Y | +87.4% | +29.5% | +57.9% | +54.0% |
| All | +87.4% | +32.9% | +54.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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