+340.9%
SYF vs ARWR
+564.7%
-223.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.4% | +1.7% | +0.7% | +2.2% |
| 30D | +0.8% | -0.7% | +1.5% | +0.9% |
| 3M | +13.4% | +14.9% | -1.5% | +11.2% |
| 6M | +16.3% | +32.6% | -16.3% | +11.9% |
| YTD | -3.0% | +30.0% | -33.1% | -6.8% |
| 1Y | +5.7% | +208.4% | -202.6% | -8.9% |
| 3Y | +160.1% | +208.8% | -48.7% | +113.6% |
| 5Y | +88.5% | +27.8% | +60.7% | +64.0% |
| 10Y | +263.1% | +1,107.6% | -844.5% | +168.7% |
| All | +340.9% | +564.7% | -223.8% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling