+14.1%
AGG vs SYF
+258.4%
-244.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -4.9% | +3.9% | -1.0% |
| 30D | -1.1% | -4.3% | +3.2% | -1.1% |
| 3M | -1.9% | +5.5% | -7.4% | -2.0% |
| 6M | -1.7% | +17.5% | -19.2% | -1.8% |
| YTD | -1.3% | -7.8% | +6.5% | -1.3% |
| 1Y | -0.7% | +1.6% | -2.4% | -0.8% |
| 3Y | +12.5% | +154.8% | -142.3% | +11.7% |
| 5Y | -2.5% | +79.5% | -82.0% | -3.2% |
| All | +14.1% | +258.4% | -244.2% | +11.9% |
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 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