+107.5%
ALL vs SYF
+158.5%
-51.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.4% |
| 7D | -1.9% | -2.1% | +0.2% | -1.6% |
| 30D | +13.8% | +2.5% | +11.3% | +13.4% |
| 3M | -7.0% | -6.3% | -0.7% | -6.2% |
| 6M | +18.0% | -1.5% | +19.5% | +18.0% |
| YTD | +24.2% | -10.5% | +34.7% | +25.6% |
| 1Y | +31.2% | +1.5% | +29.7% | +30.1% |
| 3Y | +107.5% | +163.3% | -55.7% | +92.7% |
| All | +107.5% | +158.5% | -51.0% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling