+5.7%
IYR vs SYF
+89.2%
-83.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | -2.0% | +7.4% | -9.4% | -3.9% |
| 6M | +2.5% | +16.2% | -13.7% | -1.5% |
| YTD | +8.3% | -6.1% | +14.4% | +9.0% |
| 1Y | +6.5% | +3.4% | +3.1% | +4.4% |
| 3Y | +29.3% | +162.9% | -133.5% | -5.3% |
| 5Y | +5.7% | +85.6% | -79.9% | -19.4% |
| All | +5.7% | +89.2% | -83.6% | -19.4% |
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