+102.5%
EWY vs SYF
+61.4%
+41.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +10.4% | -3.3% | +13.7% | +11.5% |
| 30D | -12.7% | -2.2% | -10.5% | -12.2% |
| 3M | -17.3% | -9.3% | -8.0% | -15.2% |
| 6M | -18.6% | +2.1% | -20.6% | -19.3% |
| YTD | +49.5% | -12.6% | +62.2% | +53.8% |
| 1Y | +55.0% | -3.4% | +58.4% | +55.0% |
| 3Y | +159.0% | +156.5% | +2.5% | +86.5% |
| 5Y | +102.5% | +59.6% | +42.9% | +63.0% |
| All | +102.5% | +61.4% | +41.0% | +63.0% |
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 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