+226.4%
EWY vs SYF
+160.5%
+65.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +17.0% | -1.1% | +18.0% | +17.2% |
| 3M | +3.7% | +7.4% | -3.7% | +1.7% |
| 6M | +42.5% | +16.2% | +26.3% | +37.4% |
| YTD | +96.2% | -6.1% | +102.4% | +97.2% |
| 1Y | +160.4% | +3.4% | +157.0% | +155.6% |
| All | +226.4% | +160.5% | +65.9% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling