+340.9%
SYF vs AWK
+275.9%
+65.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | +1.7% | +0.7% | +1.9% |
| 30D | +0.8% | +5.6% | -4.7% | -0.9% |
| 3M | +13.4% | +15.9% | -2.5% | +8.1% |
| 6M | +16.3% | +4.6% | +11.8% | +14.2% |
| YTD | -3.0% | +10.1% | -13.1% | -6.7% |
| 1Y | +5.7% | +2.1% | +3.6% | +3.9% |
| 3Y | +160.1% | +9.8% | +150.3% | +140.3% |
| 5Y | +88.5% | -15.4% | +103.9% | +91.7% |
| 10Y | +263.1% | +129.4% | +133.7% | +181.4% |
| All | +340.9% | +275.9% | +65.0% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling