+20.0%
IWM vs SYF
+65.2%
-45.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.1% |
| 30D | -1.5% | +2.5% | -4.0% | -2.6% |
| 3M | -8.0% | -6.3% | -1.7% | -5.7% |
| 6M | -4.1% | -1.5% | -2.6% | -4.4% |
| YTD | +11.9% | -10.5% | +22.4% | +15.5% |
| 1Y | +15.0% | +1.5% | +13.5% | +12.2% |
| 3Y | +64.2% | +163.3% | -99.1% | +2.5% |
| All | +20.0% | +65.2% | -45.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling