+206.0%
SYF vs SWK
+32.9%
+173.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.4% |
| 7D | -4.3% | +10.7% | -14.9% | -10.7% |
| 30D | +1.0% | +33.3% | -32.3% | -16.1% |
| 3M | -6.4% | +14.7% | -21.1% | -15.0% |
| 6M | +1.0% | +48.5% | -47.5% | -22.2% |
| YTD | -10.7% | +63.9% | -74.6% | -36.4% |
| 1Y | +1.8% | +80.4% | -78.7% | -31.9% |
| 3Y | +165.8% | +58.1% | +107.7% | +80.2% |
| 5Y | +65.9% | -24.5% | +90.4% | +79.6% |
| 10Y | +206.0% | +29.5% | +176.5% | +120.6% |
| All | +206.0% | +32.9% | +173.1% | +120.6% |
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