+60.8%
EWZ vs SYF
+196.3%
-135.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.6% |
| 7D | +1.3% | -4.2% | +5.5% | +3.0% |
| 30D | -26.2% | -1.1% | -25.1% | -26.1% |
| 3M | -8.6% | -7.9% | -0.8% | -6.3% |
| 6M | -17.0% | -1.1% | -15.9% | -17.6% |
| YTD | +2.2% | -12.6% | +14.7% | +5.5% |
| 1Y | +2.7% | -2.4% | +5.0% | +1.4% |
| 3Y | +18.2% | +156.6% | -138.4% | -26.0% |
| 5Y | +56.0% | +61.9% | -5.9% | +13.5% |
| 10Y | +60.8% | +186.5% | -125.6% | -15.5% |
| All | +60.8% | +196.3% | -135.5% | -15.5% |
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