+136.7%
EWJ vs SYF
+255.8%
-119.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -1.5% | -5.5% | +4.0% | -0.2% |
| 30D | +0.2% | -3.9% | +4.0% | +1.0% |
| 3M | +8.6% | +8.9% | -0.3% | +6.2% |
| 6M | +12.1% | +16.2% | -4.1% | +8.0% |
| YTD | +20.1% | -8.4% | +28.5% | +21.6% |
| 1Y | +25.2% | +2.6% | +22.6% | +23.3% |
| 3Y | +70.8% | +156.4% | -85.6% | +33.1% |
| 5Y | +49.2% | +78.2% | -29.0% | +23.0% |
| All | +136.7% | +255.8% | -119.1% | +59.1% |
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 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