+146.1%
EWT vs SYF
+78.7%
+67.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | -0.1% | -1.9% |
| 7D | -1.1% | -5.5% | +4.4% | +0.3% |
| 30D | +4.8% | -3.9% | +8.7% | +5.8% |
| 3M | +11.1% | +8.9% | +2.2% | +8.3% |
| 6M | +54.6% | +16.2% | +38.4% | +48.1% |
| YTD | +71.4% | -8.4% | +79.9% | +73.7% |
| 1Y | +82.1% | +2.6% | +79.5% | +78.8% |
| 3Y | +193.2% | +156.4% | +36.9% | +120.2% |
| 5Y | +146.1% | +78.2% | +67.9% | +93.6% |
| All | +146.1% | +78.7% | +67.4% | +93.6% |
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 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