+67.0%
EWZ vs SYF
+189.2%
-122.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +0.6% | -3.6% | +4.2% | +2.0% |
| 30D | -25.5% | -1.7% | -23.8% | -25.3% |
| 3M | -4.5% | -7.8% | +3.3% | -2.1% |
| 6M | -15.3% | +3.4% | -18.7% | -17.2% |
| YTD | +3.1% | -12.2% | +15.3% | +6.3% |
| 1Y | +1.2% | -1.6% | +2.8% | -0.3% |
| 3Y | +19.3% | +157.8% | -138.5% | -25.5% |
| 5Y | +52.3% | +61.9% | -9.6% | +10.8% |
| 10Y | +67.0% | +180.0% | -113.0% | -14.5% |
| All | +67.0% | +189.2% | -122.2% | -14.5% |
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