+340.9%
SYF vs ACWI
+239.8%
+101.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.5% | +1.9% | +1.7% |
| 30D | +0.8% | +0.9% | 0.0% | -0.4% |
| 3M | +13.4% | +2.4% | +11.0% | +9.5% |
| 6M | +16.3% | +12.4% | +4.0% | -1.9% |
| YTD | -3.0% | +15.2% | -18.2% | -21.1% |
| 1Y | +5.7% | +22.7% | -17.0% | -21.5% |
| 3Y | +160.1% | +75.8% | +84.3% | +18.0% |
| 5Y | +88.5% | +67.7% | +20.8% | -6.9% |
| 10Y | +263.1% | +229.0% | +34.1% | -15.1% |
| All | +340.9% | +239.8% | +101.1% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling