+8.9%
AA vs SYF
+306.8%
-297.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.2% |
| 7D | +0.9% | -2.1% | +3.0% | +2.3% |
| 30D | -6.7% | +2.5% | -9.2% | -8.3% |
| 3M | -16.3% | -6.3% | -10.1% | -13.2% |
| 6M | -37.1% | -1.5% | -35.7% | -37.6% |
| YTD | -25.0% | -10.5% | -14.5% | -22.5% |
| 1Y | +8.6% | +1.5% | +7.1% | +3.4% |
| 3Y | +57.2% | +163.3% | -106.0% | -24.2% |
| 5Y | -13.0% | +66.8% | -79.8% | -45.0% |
| 10Y | +65.5% | +228.5% | -163.0% | -35.9% |
| All | +8.9% | +306.8% | -297.9% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling