+44.1%
AA vs SYF
+176.2%
-132.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +5.3% | -3.3% | +8.5% | +7.6% |
| 30D | -2.3% | -2.2% | -0.1% | -0.9% |
| 3M | -20.8% | -9.3% | -11.5% | -15.9% |
| 6M | -39.8% | +2.1% | -41.9% | -41.6% |
| YTD | -23.3% | -12.6% | -10.6% | -19.4% |
| 1Y | +1.8% | -3.4% | +5.3% | +0.1% |
| 3Y | +69.5% | +156.5% | -86.9% | -19.0% |
| 5Y | -18.0% | +59.6% | -77.6% | -47.5% |
| All | +44.1% | +176.2% | -132.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling