+168.4%
SYF vs ACWI
+225.4%
-57.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.4% |
| 7D | -3.3% | +2.7% | -5.9% | -7.2% |
| 30D | -2.2% | -2.6% | +0.4% | +1.3% |
| 3M | -9.3% | -3.2% | -6.2% | -5.4% |
| 6M | +2.1% | +1.9% | +0.2% | -1.7% |
| YTD | -12.6% | +11.3% | -24.0% | -26.9% |
| 1Y | -3.4% | +11.7% | -15.1% | -19.5% |
| 3Y | +156.5% | +74.4% | +82.1% | +9.0% |
| 5Y | +59.6% | +59.5% | +0.1% | -20.5% |
| All | +168.4% | +225.4% | -57.0% | -49.4% |
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