+164.4%
SYF vs SWK
+46.5%
+117.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.1% |
| 7D | -3.8% | +11.3% | -15.0% | -8.8% |
| 30D | +2.6% | +28.1% | -25.4% | -9.0% |
| 3M | -6.5% | +12.6% | -19.1% | -12.2% |
| 6M | +0.8% | +51.7% | -50.9% | -18.0% |
| YTD | -10.1% | +60.0% | -70.1% | -29.3% |
| 1Y | +0.8% | +72.7% | -71.8% | -23.7% |
| All | +164.4% | +46.5% | +117.9% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling