+15.2%
AA vs SYF
+303.9%
-288.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.2% |
| 7D | +4.8% | -4.7% | +9.5% | +8.1% |
| 30D | -0.6% | +0.6% | -1.2% | -1.1% |
| 3M | -16.3% | -6.8% | -9.4% | -12.8% |
| 6M | -33.4% | +0.5% | -33.9% | -34.8% |
| YTD | -20.7% | -11.1% | -9.5% | -17.6% |
| 1Y | +12.9% | +1.3% | +11.6% | +7.7% |
| 3Y | +75.7% | +164.6% | -88.9% | -15.7% |
| 5Y | -6.8% | +65.2% | -72.0% | -40.7% |
| 10Y | +53.6% | +204.6% | -151.0% | -38.2% |
| All | +15.2% | +303.9% | -288.7% | -59.3% |
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