+250.1%
SYF vs WY
+7.6%
+242.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -4.9% | -4.2% | -0.7% | -2.1% |
| 30D | -4.3% | -10.1% | +5.8% | +2.6% |
| 3M | +5.5% | -8.5% | +14.0% | +11.2% |
| 6M | +17.5% | -3.3% | +20.9% | +18.8% |
| YTD | -7.8% | -4.4% | -3.4% | -6.9% |
| 1Y | +1.6% | -11.5% | +13.1% | +7.8% |
| 3Y | +154.8% | -24.3% | +179.1% | +194.4% |
| 5Y | +79.5% | -21.3% | +100.8% | +100.0% |
| All | +250.1% | +7.6% | +242.6% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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