+193.0%
ARM vs SYF
+141.7%
+51.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +7.1% |
| 7D | -5.3% | -4.7% | -0.6% | -2.5% |
| 30D | -30.0% | +0.6% | -30.6% | -30.2% |
| 3M | -34.1% | -6.8% | -27.2% | -31.4% |
| 6M | -12.6% | +0.5% | -13.2% | -14.2% |
| YTD | +70.4% | -11.1% | +81.6% | +79.5% |
| 1Y | +22.3% | +1.3% | +21.0% | +18.0% |
| 3Y | +261.2% | +164.6% | +96.5% | +91.2% |
| All | +193.0% | +141.7% | +51.3% | +69.4% |
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