+170.6%
SYF vs SWK
+18.1%
+152.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.0% | -1.4% | -0.6% | -1.3% |
| 30D | +1.2% | +25.5% | -24.3% | -12.8% |
| 3M | -9.4% | +11.8% | -21.2% | -16.4% |
| 6M | +4.4% | +48.7% | -44.3% | -19.8% |
| YTD | -11.9% | +57.2% | -69.1% | -35.7% |
| 1Y | -0.4% | +75.3% | -75.7% | -32.3% |
| 3Y | +159.6% | +51.9% | +107.6% | +80.1% |
| 5Y | +60.9% | -30.7% | +91.6% | +84.8% |
| All | +170.6% | +18.1% | +152.5% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling