+163.3%
SYF vs SWK
+46.0%
+117.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.1% | +11.0% | -13.2% | -7.2% |
| 30D | +2.5% | +30.1% | -27.5% | -9.8% |
| 3M | -6.3% | +14.7% | -20.9% | -12.7% |
| 6M | -1.5% | +44.5% | -46.0% | -17.9% |
| YTD | -10.5% | +59.4% | -69.9% | -29.5% |
| 1Y | +1.5% | +77.5% | -76.0% | -24.3% |
| 3Y | +163.3% | +49.5% | +113.8% | +97.0% |
| All | +163.3% | +46.0% | +117.3% | +97.0% |
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 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