+308.6%
SYF vs SWK
+78.6%
+230.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +0.3% |
| 7D | -3.8% | +11.3% | -15.0% | -10.5% |
| 30D | +2.6% | +28.1% | -25.4% | -12.5% |
| 3M | -6.5% | +12.6% | -19.1% | -14.1% |
| 6M | +0.8% | +51.7% | -50.9% | -23.3% |
| YTD | -10.1% | +60.0% | -70.1% | -34.8% |
| 1Y | +0.8% | +72.7% | -71.8% | -30.5% |
| 3Y | +158.8% | +46.3% | +112.5% | +85.4% |
| 5Y | +67.5% | -24.6% | +92.1% | +79.8% |
| 10Y | +230.0% | +32.2% | +197.7% | +131.4% |
| All | +308.6% | +78.6% | +230.0% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling