+9.3%
SYY vs SWK
-25.5%
+34.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | -7.3% | +11.0% | -18.3% | -9.5% |
| 30D | +0.1% | +30.1% | -30.0% | -5.7% |
| 3M | -8.2% | +14.7% | -22.9% | -11.2% |
| 6M | +6.3% | +44.5% | -38.2% | -2.8% |
| YTD | +7.3% | +59.4% | -52.1% | -4.5% |
| 1Y | +8.5% | +77.5% | -69.1% | -6.0% |
| 3Y | +24.9% | +49.5% | -24.5% | +8.8% |
| All | +9.3% | -25.5% | +34.7% | +22.9% |
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 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