+46.0%
SWKS vs SYF
+189.2%
-143.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.4% | +5.5% | +5.8% |
| 7D | +5.7% | -3.6% | +9.3% | +7.4% |
| 30D | +17.3% | -1.7% | +19.1% | +18.1% |
| 3M | +28.3% | -7.8% | +36.1% | +32.3% |
| 6M | +26.1% | +3.4% | +22.7% | +23.0% |
| YTD | +41.1% | -12.2% | +53.3% | +46.7% |
| 1Y | +31.4% | -1.6% | +33.0% | +29.6% |
| 3Y | +7.3% | +157.8% | -150.5% | -32.8% |
| 5Y | -37.7% | +61.9% | -99.6% | -53.8% |
| 10Y | +46.0% | +180.0% | -134.0% | -19.2% |
| All | +46.0% | +189.2% | -143.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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