+371.6%
ALL vs SYF
+178.4%
+193.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | +5.0% | -2.0% | +7.1% | +5.6% |
| 30D | +13.3% | +1.2% | +12.1% | +12.9% |
| 3M | +3.2% | -9.4% | +12.5% | +6.1% |
| 6M | +25.3% | +4.4% | +20.9% | +22.8% |
| YTD | +30.5% | -11.9% | +42.4% | +33.6% |
| 1Y | +29.2% | -0.4% | +29.6% | +27.2% |
| 3Y | +119.1% | +159.6% | -40.5% | +50.5% |
| 5Y | +162.6% | +60.9% | +101.7% | +105.5% |
| All | +371.6% | +178.4% | +193.2% | +173.7% |
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