+206.0%
SYF vs ACWI
+226.8%
-20.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -4.6% |
| 7D | -4.3% | +0.3% | -4.6% | -5.1% |
| 30D | +1.0% | -2.8% | +3.9% | +5.0% |
| 3M | -6.4% | -3.2% | -3.3% | -2.3% |
| 6M | +1.0% | +1.3% | -0.3% | -1.8% |
| YTD | -10.7% | +11.2% | -22.0% | -25.1% |
| 1Y | +1.8% | +13.8% | -12.0% | -17.6% |
| 3Y | +165.8% | +76.2% | +89.7% | +11.3% |
| 5Y | +65.9% | +59.5% | +6.5% | -17.3% |
| 10Y | +206.0% | +222.2% | -16.2% | -36.3% |
| All | +206.0% | +226.8% | -20.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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