+497.7%
EW vs SYF
+340.9%
+156.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.9% |
| 30D | +1.0% | +0.8% | +0.2% | +0.8% |
| 3M | +2.8% | +13.4% | -10.6% | -0.5% |
| 6M | +5.5% | +16.3% | -10.9% | +1.5% |
| YTD | +5.5% | -3.0% | +8.5% | +5.4% |
| 1Y | +11.0% | +5.7% | +5.3% | +8.6% |
| 3Y | +17.7% | +160.1% | -142.4% | -11.5% |
| 5Y | -25.7% | +88.5% | -114.3% | -41.0% |
| 10Y | +132.8% | +263.1% | -130.3% | +39.0% |
| All | +497.7% | +340.9% | +156.8% | +248.1% |
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