-43.0%
SWKS vs SYF
+69.6%
-112.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.4% |
| 7D | -9.2% | -3.8% | -5.4% | -7.5% |
| 30D | -1.9% | +2.6% | -4.6% | -3.3% |
| 3M | +21.2% | -6.5% | +27.8% | +24.6% |
| 6M | +12.9% | +0.8% | +12.1% | +10.8% |
| YTD | +30.7% | -10.1% | +40.8% | +34.9% |
| 1Y | +14.1% | +0.8% | +13.3% | +10.9% |
| 3Y | -1.7% | +158.8% | -160.5% | -43.0% |
| 5Y | -43.0% | +67.5% | -110.5% | -62.8% |
| All | -43.0% | +69.6% | -112.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling