+290.8%
EWY vs SYF
+255.8%
+35.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.5% |
| 7D | +1.2% | -5.5% | +6.8% | +3.0% |
| 30D | +9.3% | -3.9% | +13.2% | +10.5% |
| 3M | +2.4% | +8.9% | -6.5% | -0.4% |
| 6M | +40.3% | +16.2% | +24.1% | +33.8% |
| YTD | +88.0% | -8.4% | +96.5% | +91.5% |
| 1Y | +143.8% | +2.6% | +141.2% | +139.4% |
| 3Y | +217.8% | +156.4% | +61.4% | +126.9% |
| 5Y | +142.7% | +78.2% | +64.6% | +87.9% |
| All | +290.8% | +255.8% | +35.0% | +127.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling