+88.6%
SYF vs WY
-20.1%
+108.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +3.9% |
| 30D | 0.0% | -10.5% | +10.5% | +6.9% |
| 3M | +11.9% | -4.9% | +16.8% | +14.7% |
| 6M | +18.9% | -4.9% | +23.8% | +21.4% |
| YTD | -4.6% | -1.7% | -2.9% | -5.5% |
| 1Y | +6.4% | -9.4% | +15.8% | +10.9% |
| 3Y | +167.2% | -22.3% | +189.5% | +201.7% |
| All | +88.6% | -20.1% | +108.7% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling