+297.1%
SYF vs IWF
+475.1%
-177.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -3.3% | +5.3% | -8.5% | -8.2% |
| 30D | -2.2% | -8.6% | +6.4% | +6.2% |
| 3M | -9.3% | -6.5% | -2.8% | -3.9% |
| 6M | +2.1% | -5.6% | +7.7% | +6.4% |
| YTD | -12.6% | -1.5% | -11.1% | -12.8% |
| 1Y | -3.4% | -2.8% | -0.6% | -2.4% |
| 3Y | +156.5% | +67.1% | +89.3% | +47.9% |
| 5Y | +59.6% | +57.6% | +2.0% | -3.3% |
| 10Y | +178.6% | +390.4% | -211.7% | -47.8% |
| All | +297.1% | +475.1% | -177.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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