+13.4%
SYY vs SWK
-26.0%
+39.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | -2.2% | +30.4% | -32.7% | -8.0% |
| 3M | -8.0% | +12.1% | -20.2% | -10.6% |
| 6M | +7.5% | +49.1% | -41.6% | -2.4% |
| YTD | +7.4% | +60.4% | -53.0% | -4.6% |
| 1Y | +4.9% | +78.3% | -73.4% | -9.2% |
| 3Y | +24.1% | +53.3% | -29.2% | +7.3% |
| 5Y | +13.4% | -27.0% | +40.3% | +31.3% |
| All | +13.4% | -26.0% | +39.4% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling