+174.6%
ARM vs SYF
+143.4%
+31.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +5.0% |
| 7D | -15.2% | -2.1% | -13.1% | -14.1% |
| 30D | -40.7% | +2.5% | -43.2% | -41.6% |
| 3M | -39.1% | -6.3% | -32.8% | -36.8% |
| 6M | -26.4% | -1.5% | -25.0% | -26.7% |
| YTD | +59.7% | -10.5% | +70.3% | +67.6% |
| 1Y | +10.3% | +1.5% | +8.8% | +6.4% |
| 3Y | +228.9% | +163.3% | +65.6% | +74.6% |
| All | +174.6% | +143.4% | +31.2% | +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 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