+18.2%
EWZ vs SYF
+159.3%
-141.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | +1.3% | -4.2% | +5.5% | +2.1% |
| 30D | -26.2% | -1.1% | -25.1% | -26.1% |
| 3M | -8.6% | -7.9% | -0.8% | -7.4% |
| 6M | -17.0% | -1.1% | -15.9% | -17.3% |
| YTD | +2.2% | -12.6% | +14.7% | +3.8% |
| 1Y | +2.7% | -2.4% | +5.0% | +1.9% |
| 3Y | +18.2% | +156.6% | -138.4% | -6.9% |
| All | +18.2% | +159.3% | -141.2% | -6.9% |
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