+37.2%
EWZ vs SYF
+340.9%
-303.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | +2.4% | +4.1% | +5.5% |
| 30D | +4.8% | +0.8% | +4.0% | +4.4% |
| 3M | +9.9% | +13.4% | -3.5% | +4.2% |
| 6M | +1.9% | +16.3% | -14.4% | -4.4% |
| YTD | +20.3% | -3.0% | +23.3% | +20.0% |
| 1Y | +35.6% | +5.7% | +29.9% | +30.3% |
| 3Y | +43.4% | +160.1% | -116.7% | -9.5% |
| 5Y | +55.9% | +88.5% | -32.6% | +7.1% |
| 10Y | +84.2% | +263.1% | -178.9% | -17.3% |
| All | +37.2% | +340.9% | -303.7% | -44.6% |
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 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