+69.8%
AG vs SYF
+176.2%
-106.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -6.0% | -3.3% | -2.8% | -5.5% |
| 30D | -14.3% | -2.2% | -12.2% | -13.9% |
| 3M | -26.9% | -9.3% | -17.6% | -25.6% |
| 6M | -42.1% | +2.1% | -44.2% | -42.2% |
| YTD | -15.9% | -12.6% | -3.2% | -14.1% |
| 1Y | +11.5% | -3.4% | +15.0% | +12.1% |
| 3Y | +208.0% | +156.5% | +51.5% | +158.8% |
| 5Y | +2.4% | +59.6% | -57.2% | -9.9% |
| All | +69.8% | +176.2% | -106.3% | +33.6% |
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