+185.4%
SW vs SYF
+223.1%
-37.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +4.7% | -3.8% | +8.4% | +5.5% |
| 30D | +5.0% | +2.6% | +2.4% | +4.4% |
| 3M | -7.3% | -6.5% | -0.8% | -6.1% |
| 6M | +15.0% | +0.8% | +14.2% | +14.9% |
| YTD | +18.5% | -10.1% | +28.6% | +20.7% |
| 1Y | +27.1% | +0.8% | +26.3% | +26.7% |
| 3Y | +49.3% | +158.8% | -109.5% | +28.8% |
| 5Y | -1.6% | +67.5% | -69.1% | -12.6% |
| All | +185.4% | +223.1% | -37.7% | +136.3% |
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 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