+86.7%
SYY vs SWK
+18.1%
+68.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | -4.8% | +25.5% | -30.2% | -12.6% |
| 3M | -7.1% | +11.8% | -18.8% | -11.2% |
| 6M | +6.8% | +48.7% | -41.9% | -9.1% |
| YTD | +7.7% | +57.2% | -49.5% | -11.2% |
| 1Y | +5.7% | +75.3% | -69.6% | -16.7% |
| 3Y | +24.6% | +51.9% | -27.4% | -2.7% |
| 5Y | +15.6% | -30.7% | +46.4% | +27.3% |
| All | +86.7% | +18.1% | +68.6% | +50.3% |
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