+170.6%
SYF vs AWK
+157.1%
+13.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | +1.2% | +14.3% | -13.1% | -3.4% |
| 3M | -9.4% | +10.3% | -19.7% | -12.5% |
| 6M | +4.4% | +18.9% | -14.5% | -2.0% |
| YTD | -11.9% | +17.7% | -29.6% | -17.7% |
| 1Y | -0.4% | +16.9% | -17.3% | -6.8% |
| 3Y | +159.6% | +32.2% | +127.4% | +118.8% |
| 5Y | +60.9% | -2.2% | +63.1% | +54.7% |
| All | +170.6% | +157.1% | +13.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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