-2.3%
SW vs SYF
+89.0%
-91.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.1% | +2.4% | -7.5% | -5.9% |
| 30D | -4.6% | +0.8% | -5.4% | -4.9% |
| 3M | +9.4% | +13.4% | -4.0% | +4.6% |
| 6M | +3.5% | +16.3% | -12.8% | -1.9% |
| YTD | +22.0% | -3.0% | +25.0% | +22.5% |
| 1Y | +2.2% | +5.7% | -3.5% | -0.5% |
| 3Y | +19.6% | +160.1% | -140.5% | -11.8% |
| All | -2.3% | +89.0% | -91.3% | -27.6% |
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