+306.8%
SYF vs ARWR
+347.7%
-40.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.8% |
| 30D | +2.5% | -5.4% | +7.9% | +3.1% |
| 3M | -6.3% | -32.2% | +26.0% | -2.3% |
| 6M | -1.5% | -26.5% | +25.1% | +1.2% |
| YTD | -10.5% | -12.4% | +1.9% | -10.3% |
| 1Y | +1.5% | +46.9% | -45.4% | -4.7% |
| 3Y | +163.3% | +116.0% | +47.3% | +125.1% |
| 5Y | +66.8% | -28.0% | +94.7% | +53.8% |
| 10Y | +228.5% | +923.9% | -695.4% | +151.0% |
| All | +306.8% | +347.7% | -40.9% | +211.1% |
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