+66.8%
AA vs SYF
+159.4%
-92.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | +0.5% | -2.0% | +2.5% | +1.6% |
| 30D | -0.6% | +1.2% | -1.8% | -1.3% |
| 3M | -19.7% | -9.4% | -10.3% | -15.7% |
| 6M | -41.6% | +4.4% | -46.0% | -43.6% |
| YTD | -24.6% | -11.9% | -12.7% | -21.3% |
| 1Y | +4.9% | -0.4% | +5.3% | +1.5% |
| 3Y | +66.8% | +159.6% | -92.7% | -15.6% |
| All | +66.8% | +159.4% | -92.6% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling