+3.2%
ITW vs SYF
+3.3%
-0.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.7% | -4.9% | +4.2% | +0.5% |
| 30D | -8.3% | -4.3% | -4.0% | -7.4% |
| 3M | +6.0% | +5.5% | +0.5% | +4.2% |
| 6M | 0.0% | +17.5% | -17.5% | -4.4% |
| YTD | +10.2% | -7.8% | +18.0% | +10.8% |
| 1Y | +3.2% | +1.6% | +1.6% | 0.0% |
| All | +3.2% | +3.3% | -0.1% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling