+204.6%
SYF vs ARWR
+921.6%
-717.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.3% | +14.6% | +1.3% |
| 7D | -4.7% | -17.3% | +12.7% | -2.4% |
| 30D | +0.6% | -21.5% | +22.1% | +3.6% |
| 3M | -6.8% | -43.8% | +37.0% | +0.1% |
| 6M | +0.5% | -32.3% | +32.8% | +4.7% |
| YTD | -11.1% | -25.8% | +14.7% | -9.1% |
| 1Y | +1.3% | +25.5% | -24.2% | -4.3% |
| 3Y | +164.6% | +84.1% | +80.5% | +123.2% |
| 5Y | +65.2% | -39.2% | +104.4% | +53.3% |
| 10Y | +204.6% | +1,072.4% | -867.8% | +126.7% |
| All | +204.6% | +921.6% | -717.0% | +126.7% |
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