-53.0%
SWKS vs SYF
+89.0%
-142.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +2.4% | +10.1% | +11.2% |
| 30D | +10.5% | +0.8% | +9.6% | +9.9% |
| 3M | -7.4% | +13.4% | -20.8% | -13.3% |
| 6M | +32.7% | +16.3% | +16.3% | +21.8% |
| YTD | +19.2% | -3.0% | +22.2% | +19.0% |
| 1Y | +2.4% | +5.7% | -3.3% | -2.4% |
| 3Y | -25.6% | +160.1% | -185.7% | -56.3% |
| All | -53.0% | +89.0% | -142.0% | -71.3% |
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