+86.1%
ARM vs SYF
+7.1%
+79.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | +5.5% | +2.4% | +3.1% | +4.3% |
| 30D | -8.2% | +0.8% | -9.0% | -8.6% |
| 3M | -35.9% | +13.4% | -49.3% | -40.2% |
| 6M | +103.1% | +16.3% | +86.8% | +86.8% |
| YTD | +130.6% | -3.0% | +133.6% | +120.9% |
| 1Y | +86.1% | +5.7% | +80.4% | +58.1% |
| All | +86.1% | +7.1% | +79.0% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling