+340.9%
SYF vs WY
+16.4%
+324.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +2.4% | -1.7% | +4.1% | +3.6% |
| 30D | +0.8% | -10.1% | +10.9% | +7.9% |
| 3M | +13.4% | -5.1% | +18.5% | +16.6% |
| 6M | +16.3% | -4.8% | +21.1% | +18.8% |
| YTD | -3.0% | -0.2% | -2.8% | -4.8% |
| 1Y | +5.7% | -6.6% | +12.3% | +7.9% |
| 3Y | +160.1% | -22.7% | +182.8% | +195.7% |
| 5Y | +88.5% | -22.2% | +110.7% | +111.9% |
| 10Y | +263.1% | +7.3% | +255.8% | +203.2% |
| All | +340.9% | +16.4% | +324.5% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling