+231.1%
SW vs SYF
+340.9%
-109.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.1% | +2.4% | -7.5% | -5.5% |
| 30D | -4.6% | +0.8% | -5.4% | -4.8% |
| 3M | +9.4% | +13.4% | -4.0% | +6.8% |
| 6M | +3.5% | +16.3% | -12.8% | +0.6% |
| YTD | +22.0% | -3.0% | +25.0% | +22.4% |
| 1Y | +2.2% | +5.7% | -3.5% | +0.9% |
| 3Y | +19.6% | +160.1% | -140.5% | +2.6% |
| 5Y | -2.3% | +88.5% | -90.8% | -14.5% |
| 10Y | +181.4% | +263.1% | -81.7% | +122.3% |
| All | +231.1% | +340.9% | -109.8% | +171.1% |
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 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