+159.4%
SYF vs WY
-23.0%
+182.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -1.3% | -1.7% | +0.4% | -0.5% |
| 30D | -1.1% | -9.9% | +8.8% | +3.9% |
| 3M | +7.4% | -7.5% | +14.9% | +11.1% |
| 6M | +16.2% | -5.1% | +21.4% | +18.4% |
| YTD | -6.1% | -2.1% | -4.0% | -6.5% |
| 1Y | +3.4% | -7.3% | +10.7% | +6.0% |
| All | +159.4% | -23.0% | +182.3% | +180.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling