+299.1%
SYF vs AWK
+299.9%
-0.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -1.7% | +15.5% | -17.3% | -6.1% |
| 3M | -7.8% | +10.0% | -17.8% | -10.7% |
| 6M | +3.4% | +20.4% | -17.0% | -2.9% |
| YTD | -12.2% | +17.1% | -29.3% | -17.3% |
| 1Y | -1.6% | +18.3% | -19.8% | -7.7% |
| 3Y | +157.8% | +30.4% | +127.4% | +122.6% |
| 5Y | +61.9% | -2.7% | +64.6% | +56.3% |
| 10Y | +180.0% | +154.7% | +25.3% | +111.6% |
| All | +299.1% | +299.9% | -0.7% | +174.0% |
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