+210.8%
IWM vs SYF
+340.9%
-130.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | +2.4% | -2.3% | -0.9% |
| 30D | -1.3% | +0.8% | -2.1% | -1.7% |
| 3M | +1.6% | +13.4% | -11.8% | -4.1% |
| 6M | +13.6% | +16.3% | -2.8% | +5.9% |
| YTD | +20.8% | -3.0% | +23.8% | +20.6% |
| 1Y | +26.4% | +5.7% | +20.7% | +21.6% |
| 3Y | +60.7% | +160.1% | -99.4% | +3.4% |
| 5Y | +38.2% | +88.5% | -50.3% | -2.1% |
| 10Y | +169.5% | +263.1% | -93.6% | +33.0% |
| All | +210.8% | +340.9% | -130.1% | +48.3% |
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