+65.8%
IEFA vs SYF
+159.4%
-93.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +1.1% | +1.2% | -0.1% | +0.8% |
| 3M | -4.3% | -9.4% | +5.1% | -2.6% |
| 6M | +1.4% | +4.4% | -3.0% | +0.2% |
| YTD | +10.1% | -11.9% | +22.0% | +11.8% |
| 1Y | +12.9% | -0.4% | +13.3% | +12.0% |
| 3Y | +65.8% | +159.6% | -93.8% | +32.7% |
| All | +65.8% | +159.4% | -93.6% | +32.7% |
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