+69.8%
EWJ vs SYF
+160.5%
-90.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | +1.0% | -1.1% | +2.1% | +1.2% |
| 3M | +7.2% | +7.4% | -0.2% | +5.2% |
| 6M | +13.9% | +16.2% | -2.3% | +9.6% |
| YTD | +20.8% | -6.1% | +26.9% | +21.5% |
| 1Y | +26.4% | +3.4% | +23.0% | +24.0% |
| All | +69.8% | +160.5% | -90.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling