+24.0%
SYY vs SWK
+46.0%
-21.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -7.3% | +11.0% | -18.3% | -9.2% |
| 30D | +0.1% | +30.1% | -30.0% | -4.7% |
| 3M | -8.9% | +14.7% | -23.5% | -11.3% |
| 6M | +5.5% | +44.5% | -39.0% | -2.1% |
| YTD | +6.6% | +59.4% | -52.8% | -3.3% |
| 1Y | +7.7% | +77.5% | -69.8% | -4.3% |
| 3Y | +24.0% | +49.5% | -25.4% | +8.7% |
| All | +24.0% | +46.0% | -21.9% | +8.7% |
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