+6.4%
SYF vs ARWR
+200.0%
-193.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +2.6% | +2.9% | -0.3% | +2.4% |
| 30D | 0.0% | -2.9% | +2.9% | +0.3% |
| 3M | +11.9% | +15.2% | -3.3% | +10.3% |
| 6M | +18.9% | +42.3% | -23.4% | +14.9% |
| YTD | -4.6% | +28.2% | -32.8% | -7.4% |
| 1Y | +6.4% | +213.2% | -206.9% | -1.4% |
| All | +6.4% | +200.0% | -193.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling