+57.8%
EWZ vs SYF
+65.2%
-7.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.5% | -2.1% | +0.7% | -1.0% |
| 30D | -24.5% | +2.5% | -27.0% | -25.1% |
| 3M | -10.7% | -6.3% | -4.4% | -9.6% |
| 6M | -19.1% | -1.5% | -17.6% | -19.3% |
| YTD | +1.6% | -10.5% | +12.1% | +3.1% |
| 1Y | +4.3% | +1.5% | +2.8% | +2.7% |
| 3Y | +19.0% | +163.3% | -144.3% | -9.6% |
| All | +57.8% | +65.2% | -7.3% | +32.6% |
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