+218.5%
SYF vs SWK
+29.6%
+188.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -2.1% | +11.0% | -13.2% | -8.9% |
| 30D | +2.5% | +30.1% | -27.5% | -13.5% |
| 3M | -6.3% | +14.7% | -20.9% | -14.9% |
| 6M | -1.5% | +44.5% | -46.0% | -22.8% |
| YTD | -10.5% | +59.4% | -69.9% | -35.1% |
| 1Y | +1.5% | +77.5% | -76.0% | -31.4% |
| 3Y | +163.3% | +49.5% | +113.8% | +85.1% |
| 5Y | +66.8% | -24.9% | +91.6% | +80.6% |
| All | +218.5% | +29.6% | +188.9% | +128.0% |
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