+20.3%
ARM vs SYF
+1.0%
+19.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +7.0% |
| 7D | -5.3% | -4.3% | -1.1% | -3.4% |
| 30D | -30.0% | +1.0% | -31.1% | -30.3% |
| 3M | -34.1% | -6.4% | -27.7% | -32.0% |
| 6M | -12.6% | +1.0% | -13.6% | -14.3% |
| YTD | +70.4% | -10.7% | +81.2% | +66.0% |
| All | +20.3% | +1.0% | +19.3% | +13.8% |
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 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