+262.7%
SYF vs AWK
+128.1%
+134.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | -1.1% | +4.3% | -5.4% | -2.5% |
| 3M | +7.4% | +12.5% | -5.1% | +3.0% |
| 6M | +16.2% | +3.3% | +12.9% | +14.4% |
| YTD | -6.1% | +9.8% | -15.9% | -10.0% |
| 1Y | +3.4% | +2.9% | +0.5% | +1.2% |
| 3Y | +162.9% | +9.6% | +153.2% | +140.9% |
| 5Y | +85.6% | -16.7% | +102.2% | +91.2% |
| 10Y | +262.7% | +136.1% | +126.7% | +179.5% |
| All | +262.7% | +128.1% | +134.7% | +179.5% |
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