+477.1%
ALL vs SYF
+340.9%
+136.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.7% |
| 30D | -1.5% | +0.8% | -2.3% | -1.8% |
| 3M | +23.6% | +13.4% | +10.2% | +18.5% |
| 6M | +22.3% | +16.3% | +6.0% | +16.0% |
| YTD | +26.5% | -3.0% | +29.5% | +26.0% |
| 1Y | +27.0% | +5.7% | +21.3% | +22.9% |
| 3Y | +149.6% | +160.1% | -10.5% | +74.4% |
| 5Y | +118.1% | +88.5% | +29.6% | +63.7% |
| 10Y | +369.0% | +263.1% | +105.9% | +159.1% |
| All | +477.1% | +340.9% | +136.2% | +216.3% |
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