+26.4%
AGNC vs SYF
+77.7%
-51.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.7% | -4.9% | +0.2% | -3.3% |
| 30D | -5.7% | -4.3% | -1.4% | -4.5% |
| 3M | +1.9% | +5.5% | -3.7% | 0.0% |
| 6M | +1.8% | +17.5% | -15.7% | -3.3% |
| YTD | +3.4% | -7.8% | +11.2% | +4.9% |
| 1Y | +13.6% | +1.6% | +12.0% | +11.6% |
| 3Y | +60.4% | +154.8% | -94.4% | +9.9% |
| All | +26.4% | +77.7% | -51.3% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling