+88.9%
SYY vs SWK
+26.9%
+62.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.4% |
| 7D | +4.7% | +11.3% | -6.5% | +0.5% |
| 30D | -0.7% | +31.5% | -32.1% | -10.4% |
| 3M | -6.8% | +14.4% | -21.2% | -11.7% |
| 6M | +8.6% | +46.4% | -37.8% | -7.0% |
| YTD | +8.4% | +61.6% | -53.2% | -11.5% |
| 1Y | +7.1% | +78.7% | -71.6% | -16.1% |
| 3Y | +25.2% | +54.4% | -29.2% | -2.6% |
| 5Y | +13.0% | -25.3% | +38.3% | +19.9% |
| 10Y | +88.9% | +22.4% | +66.5% | +52.3% |
| All | +88.9% | +26.9% | +62.0% | +52.3% |
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