+59.6%
SYF vs WY
-32.2%
+91.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -3.3% | -5.4% | +2.2% | 0.0% |
| 30D | -2.2% | +7.9% | -10.0% | -7.0% |
| 3M | -9.3% | -16.6% | +7.3% | +0.6% |
| 6M | +2.1% | -11.2% | +13.2% | +8.1% |
| YTD | -12.6% | -11.3% | -1.3% | -8.4% |
| 1Y | -3.4% | -5.5% | +2.1% | -3.3% |
| 3Y | +156.5% | -25.4% | +181.9% | +192.2% |
| 5Y | +59.6% | -32.4% | +91.9% | +94.0% |
| All | +59.6% | -32.2% | +91.8% | +94.0% |
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