+579.0%
EW vs SYF
+306.8%
+272.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +11.0% | -2.1% | +13.1% | +11.5% |
| 30D | +19.1% | +2.5% | +16.6% | +18.3% |
| 3M | +14.4% | -6.3% | +20.6% | +15.9% |
| 6M | +22.8% | -1.5% | +24.2% | +22.6% |
| YTD | +19.8% | -10.5% | +30.3% | +21.9% |
| 1Y | +23.9% | +1.5% | +22.4% | +22.3% |
| 3Y | +52.2% | +163.3% | -111.0% | +14.0% |
| 5Y | -13.9% | +66.8% | -80.7% | -29.4% |
| 10Y | +241.9% | +228.5% | +13.4% | +109.0% |
| All | +579.0% | +306.8% | +272.2% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling