+37.3%
AA vs SYF
+340.9%
-303.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | +2.4% | -3.1% | -2.2% |
| 30D | +5.0% | +0.8% | +4.1% | +4.2% |
| 3M | -35.8% | +13.4% | -49.2% | -41.4% |
| 6M | -18.4% | +16.3% | -34.7% | -27.6% |
| YTD | -5.5% | -3.0% | -2.5% | -6.9% |
| 1Y | +61.0% | +5.7% | +55.2% | +49.2% |
| 3Y | +66.2% | +160.1% | -93.9% | -18.7% |
| 5Y | +11.4% | +88.5% | -77.1% | -34.8% |
| 10Y | +116.9% | +263.1% | -146.2% | -21.0% |
| All | +37.3% | +340.9% | -303.6% | -54.0% |
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