+186.5%
SYF vs ACWI
+220.7%
-34.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.4% |
| 7D | -4.2% | -0.2% | -4.0% | -4.4% |
| 30D | -1.1% | -3.3% | +2.2% | +3.6% |
| 3M | -7.9% | -3.4% | -4.5% | -3.5% |
| 6M | -1.1% | +0.8% | -1.9% | -3.2% |
| YTD | -12.6% | +10.7% | -23.3% | -26.2% |
| 1Y | -2.4% | +11.6% | -14.0% | -18.6% |
| 3Y | +156.6% | +73.4% | +83.2% | +10.1% |
| 5Y | +61.9% | +60.2% | +1.7% | -19.9% |
| 10Y | +186.5% | +221.6% | -35.1% | -41.3% |
| All | +186.5% | +220.7% | -34.2% | -41.3% |
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