+51.6%
SW vs SYF
+163.1%
-111.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +12.1% | -0.4% | +12.5% | +12.3% |
| 30D | +6.6% | +4.4% | +2.2% | +4.3% |
| 3M | -6.0% | -4.7% | -1.3% | -4.1% |
| 6M | +21.5% | +1.9% | +19.6% | +20.2% |
| YTD | +20.3% | -8.9% | +29.3% | +24.0% |
| 1Y | +28.1% | +4.1% | +24.1% | +24.3% |
| All | +51.6% | +163.1% | -111.5% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling