+166.9%
IWM vs SYF
+259.8%
-92.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.2% |
| 7D | +1.4% | +2.6% | -1.2% | +0.3% |
| 30D | -2.3% | 0.0% | -2.3% | -2.4% |
| 3M | +4.0% | +11.9% | -8.0% | -1.4% |
| 6M | +17.9% | +18.9% | -1.0% | +8.8% |
| YTD | +20.2% | -4.6% | +24.8% | +20.9% |
| 1Y | +25.0% | +6.4% | +18.6% | +19.8% |
| 3Y | +66.0% | +167.2% | -101.2% | +4.7% |
| 5Y | +40.0% | +92.3% | -52.3% | -2.3% |
| 10Y | +166.9% | +263.2% | -96.3% | +27.7% |
| All | +166.9% | +259.8% | -92.9% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling