+200.5%
B vs SYF
+219.4%
-18.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +11.3% | -4.3% | +15.6% | +11.6% |
| 30D | +2.9% | +1.0% | +1.9% | +2.9% |
| 3M | -2.9% | -6.4% | +3.6% | -2.5% |
| 6M | -1.2% | +1.0% | -2.2% | -1.3% |
| YTD | -1.3% | -10.7% | +9.4% | -1.0% |
| 1Y | +30.4% | +1.8% | +28.7% | +30.2% |
| 3Y | +195.3% | +165.8% | +29.4% | +182.5% |
| 5Y | +146.2% | +65.9% | +80.3% | +136.3% |
| 10Y | +200.5% | +206.0% | -5.5% | +246.0% |
| All | +200.5% | +219.4% | -18.9% | +246.0% |
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