+168.4%
SYF vs IWD
+202.4%
-34.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | -3.3% | +1.7% | -4.9% | -6.0% |
| 30D | -2.2% | +3.2% | -5.4% | -7.6% |
| 3M | -9.3% | +2.3% | -11.6% | -13.0% |
| 6M | +2.1% | +12.9% | -10.9% | -16.9% |
| YTD | -12.6% | +26.2% | -38.9% | -41.0% |
| 1Y | -3.4% | +28.3% | -31.7% | -36.5% |
| 3Y | +156.5% | +84.4% | +72.1% | -4.3% |
| 5Y | +59.6% | +73.0% | -13.4% | -31.9% |
| All | +168.4% | +202.4% | -34.0% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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