+443.2%
EWT vs SYF
+300.4%
+142.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +9.1% | -2.0% | +11.1% | +9.7% |
| 30D | -12.2% | +1.2% | -13.4% | -12.5% |
| 3M | -9.4% | -9.4% | 0.0% | -7.3% |
| 6M | +2.7% | +4.4% | -1.8% | +1.1% |
| YTD | +53.3% | -11.9% | +65.2% | +56.7% |
| 1Y | +59.2% | -0.4% | +59.6% | +57.8% |
| 3Y | +157.1% | +159.6% | -2.5% | +96.4% |
| 5Y | +119.6% | +60.9% | +58.7% | +83.3% |
| 10Y | +446.9% | +180.9% | +266.0% | +267.9% |
| All | +443.2% | +300.4% | +142.8% | +222.0% |
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