+136.3%
IEFA vs SYF
+333.7%
-197.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +1.2% | +2.6% | -1.5% | +0.5% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +6.2% | +11.9% | -5.7% | +2.7% |
| 6M | +11.2% | +18.9% | -7.7% | +5.6% |
| YTD | +14.2% | -4.6% | +18.8% | +14.5% |
| 1Y | +20.0% | +6.4% | +13.6% | +16.6% |
| 3Y | +68.8% | +167.2% | -98.4% | +22.2% |
| 5Y | +52.7% | +92.3% | -39.7% | +17.7% |
| 10Y | +144.2% | +263.2% | -119.0% | +41.3% |
| All | +136.3% | +333.7% | -197.4% | +33.2% |
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