+368.4%
ALL vs SYF
+196.3%
+172.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.5% |
| 7D | -0.1% | -4.2% | +4.0% | +1.1% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | -2.8% | -7.9% | +5.1% | -0.5% |
| 6M | +23.7% | -1.1% | +24.8% | +23.1% |
| YTD | +27.3% | -12.6% | +39.9% | +30.7% |
| 1Y | +30.5% | -2.4% | +32.9% | +29.3% |
| 3Y | +113.0% | +156.6% | -43.6% | +46.9% |
| 5Y | +157.6% | +61.9% | +95.7% | +101.1% |
| 10Y | +368.4% | +186.5% | +181.9% | +167.8% |
| All | +368.4% | +196.3% | +172.1% | +167.8% |
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