+65.7%
AG vs SYF
+178.4%
-112.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.6% |
| 7D | -10.0% | -2.0% | -7.9% | -9.6% |
| 30D | -10.5% | +1.2% | -11.7% | -10.7% |
| 3M | -27.3% | -9.4% | -17.9% | -26.0% |
| 6M | -43.0% | +4.4% | -47.4% | -43.3% |
| YTD | -17.9% | -11.9% | -6.0% | -16.4% |
| 1Y | +11.9% | -0.4% | +12.3% | +11.9% |
| 3Y | +201.8% | +159.6% | +42.2% | +153.1% |
| 5Y | -0.1% | +60.9% | -61.0% | -12.2% |
| All | +65.7% | +178.4% | -112.7% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling