+188.1%
IWM vs SYF
+306.8%
-118.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.0% | -2.1% | +0.1% | -1.2% |
| 30D | -1.5% | +2.5% | -4.0% | -2.5% |
| 3M | -8.0% | -6.3% | -1.7% | -5.7% |
| 6M | -4.1% | -1.5% | -2.6% | -4.3% |
| YTD | +11.9% | -10.5% | +22.4% | +15.4% |
| 1Y | +15.0% | +1.5% | +13.5% | +12.4% |
| 3Y | +64.2% | +163.3% | -99.1% | +5.2% |
| 5Y | +20.4% | +66.8% | -46.4% | -10.3% |
| 10Y | +168.0% | +228.5% | -60.5% | +37.5% |
| All | +188.1% | +306.8% | -118.7% | +41.8% |
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