+162.2%
ARM vs SYF
+144.5%
+17.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -1.3% | -11.8% | -12.3% |
| 7D | -27.1% | -3.8% | -23.4% | -25.3% |
| 30D | -44.9% | +2.6% | -47.5% | -45.8% |
| 3M | -39.3% | -6.5% | -32.7% | -36.9% |
| 6M | -20.2% | +0.8% | -21.0% | -21.5% |
| YTD | +52.5% | -10.1% | +62.6% | +59.6% |
| 1Y | +4.1% | +0.8% | +3.2% | +0.9% |
| 3Y | +211.7% | +158.8% | +52.9% | +67.1% |
| All | +162.2% | +144.5% | +17.7% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling