+66.5%
SYF vs ARWR
-28.9%
+95.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.7% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | +2.5% | -5.4% | +7.9% | +3.3% |
| 3M | -6.3% | -32.2% | +26.0% | -0.3% |
| 6M | -1.5% | -26.5% | +25.1% | +2.5% |
| YTD | -10.5% | -12.4% | +1.9% | -10.4% |
| 1Y | +1.5% | +46.9% | -45.4% | -8.5% |
| 3Y | +163.3% | +116.0% | +47.3% | +98.7% |
| All | +66.5% | -28.9% | +95.4% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling