+121.7%
EW vs SYF
+259.8%
-138.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -4.4% | +2.6% | -7.0% | -5.0% |
| 30D | -3.3% | 0.0% | -3.4% | -3.4% |
| 3M | +1.0% | +11.9% | -10.9% | -1.9% |
| 6M | +6.2% | +18.9% | -12.7% | +1.7% |
| YTD | +1.7% | -4.6% | +6.3% | +2.1% |
| 1Y | +8.1% | +6.4% | +1.7% | +5.6% |
| 3Y | +17.1% | +167.2% | -150.1% | -12.6% |
| 5Y | -29.4% | +92.3% | -121.7% | -44.1% |
| 10Y | +121.7% | +263.2% | -141.4% | +29.9% |
| All | +121.7% | +259.8% | -138.0% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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