+49.9%
EWJ vs SYF
+89.2%
-39.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.1% |
| 6M | +13.9% | +16.2% | -2.3% | +9.4% |
| YTD | +20.8% | -6.1% | +26.9% | +21.6% |
| 1Y | +26.4% | +3.4% | +23.0% | +24.0% |
| 3Y | +71.8% | +162.9% | -91.1% | +29.5% |
| 5Y | +49.9% | +85.6% | -35.7% | +19.2% |
| All | +49.9% | +89.2% | -39.4% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling