+170.6%
SYF vs ARWR
+1,024.2%
-853.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -2.0% | -17.8% | +15.8% | +0.4% |
| 30D | +1.2% | -18.1% | +19.3% | +3.7% |
| 3M | -9.4% | -44.2% | +34.8% | -2.6% |
| 6M | +4.4% | -38.6% | +43.1% | +10.2% |
| YTD | -11.9% | -28.0% | +16.1% | -9.6% |
| 1Y | -0.4% | +16.1% | -16.6% | -5.0% |
| 3Y | +159.6% | +84.0% | +75.6% | +119.0% |
| 5Y | +60.9% | -35.4% | +96.3% | +48.4% |
| All | +170.6% | +1,024.2% | -853.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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