+154.8%
SYF vs WYNN
-5.1%
+159.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.9% | -4.2% | -0.7% | -3.3% |
| 30D | -4.3% | -14.6% | +10.3% | +1.6% |
| 3M | +5.5% | -18.4% | +23.9% | +13.8% |
| 6M | +17.5% | -11.9% | +29.4% | +22.7% |
| YTD | -7.8% | -26.6% | +18.8% | +3.1% |
| 1Y | +1.6% | -28.5% | +30.2% | +13.6% |
| 3Y | +154.8% | -5.1% | +159.9% | +134.5% |
| All | +154.8% | -5.1% | +159.9% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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