+299.2%
ACN vs SYF
+299.1%
+0.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -4.0% | -3.6% | -0.4% | -2.9% |
| 30D | +19.0% | -1.7% | +20.7% | +19.6% |
| 3M | +42.2% | -7.8% | +50.0% | +45.7% |
| 6M | +50.1% | +3.4% | +46.8% | +47.7% |
| YTD | -2.7% | -12.2% | +9.5% | +0.3% |
| 1Y | +7.6% | -1.6% | +9.2% | +6.9% |
| 3Y | -15.9% | +157.8% | -173.6% | -41.0% |
| 5Y | -24.4% | +61.9% | -86.3% | -40.1% |
| 10Y | +151.4% | +180.0% | -28.7% | +48.3% |
| All | +299.2% | +299.1% | +0.1% | +115.9% |
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