+525.8%
EWT vs SYF
+340.9%
+184.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +4.0% | +2.4% | +1.6% | +3.3% |
| 30D | +10.3% | +0.8% | +9.5% | +10.0% |
| 3M | +6.1% | +13.4% | -7.3% | +2.5% |
| 6M | +56.6% | +16.3% | +40.3% | +50.3% |
| YTD | +76.6% | -3.0% | +79.6% | +76.4% |
| 1Y | +97.9% | +5.7% | +92.2% | +93.2% |
| 3Y | +198.0% | +160.1% | +37.9% | +127.2% |
| 5Y | +151.8% | +88.5% | +63.2% | +102.0% |
| 10Y | +514.1% | +263.1% | +251.1% | +284.8% |
| All | +525.8% | +340.9% | +184.9% | +262.5% |
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