+24.7%
AGG vs SYF
+333.7%
-309.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -0.3% | +11.9% | -12.2% | -0.3% |
| 6M | -1.2% | +18.9% | -20.1% | -1.3% |
| YTD | -0.4% | -4.6% | +4.2% | -0.4% |
| 1Y | +0.4% | +6.4% | -6.0% | +0.4% |
| 3Y | +13.4% | +167.2% | -153.7% | +13.0% |
| 5Y | -1.4% | +92.3% | -93.8% | -1.8% |
| 10Y | +14.8% | +263.2% | -248.3% | +13.6% |
| All | +24.7% | +333.7% | -309.0% | +24.2% |
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 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