+334.1%
ITW vs SYF
+340.9%
-6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -3.6% | +2.4% | -6.0% | -4.3% |
| 30D | -9.1% | +0.8% | -10.0% | -9.5% |
| 3M | +8.2% | +13.4% | -5.2% | +3.3% |
| 6M | -4.8% | +16.3% | -21.1% | -10.0% |
| YTD | +11.0% | -3.0% | +14.0% | +10.9% |
| 1Y | +4.2% | +5.7% | -1.5% | +0.9% |
| 3Y | +17.3% | +160.1% | -142.8% | -19.4% |
| 5Y | +33.0% | +88.5% | -55.5% | -1.5% |
| 10Y | +182.3% | +263.1% | -80.7% | +48.7% |
| All | +334.1% | +340.9% | -6.8% | +116.7% |
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 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