+300.4%
SYF vs WY
+5.2%
+295.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.5% |
| 30D | +1.2% | +10.1% | -8.9% | -5.5% |
| 3M | -9.4% | -15.4% | +6.0% | +0.1% |
| 6M | +4.4% | -8.3% | +12.7% | +8.6% |
| YTD | -11.9% | -9.8% | -2.1% | -8.4% |
| 1Y | -0.4% | -3.9% | +3.5% | -0.9% |
| 3Y | +159.6% | -23.3% | +182.9% | +193.4% |
| 5Y | +60.9% | -31.2% | +92.1% | +95.3% |
| 10Y | +180.9% | +5.5% | +175.4% | +140.0% |
| All | +300.4% | +5.2% | +295.2% | +228.9% |
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 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