+257.6%
EWY vs SYF
+340.9%
-83.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +2.4% | +2.4% | +4.1% |
| 30D | +11.7% | +0.8% | +10.8% | +11.3% |
| 3M | -7.4% | +13.4% | -20.8% | -11.0% |
| 6M | +40.6% | +16.3% | +24.2% | +34.1% |
| YTD | +94.3% | -3.0% | +97.3% | +94.5% |
| 1Y | +164.3% | +5.7% | +158.6% | +157.1% |
| 3Y | +221.0% | +160.1% | +60.9% | +129.3% |
| 5Y | +139.1% | +88.5% | +50.6% | +82.6% |
| 10Y | +298.8% | +263.1% | +35.7% | +124.7% |
| All | +257.6% | +340.9% | -83.3% | +96.1% |
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