+24.3%
SYY vs SWK
+53.8%
-29.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | 0.0% | -2.3% | +2.3% | +0.4% |
| 30D | -2.2% | +30.4% | -32.7% | -7.0% |
| 3M | -8.0% | +12.1% | -20.2% | -10.2% |
| 6M | +7.5% | +49.1% | -41.6% | -0.8% |
| YTD | +7.4% | +60.4% | -53.0% | -2.7% |
| 1Y | +4.9% | +78.3% | -73.4% | -6.9% |
| All | +24.3% | +53.8% | -29.5% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling