+138.0%
B vs SYF
+65.2%
+72.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +9.6% | -2.1% | +11.7% | +9.9% |
| 30D | +3.5% | +2.5% | +1.0% | +3.2% |
| 3M | -1.6% | -6.3% | +4.7% | -0.8% |
| 6M | -1.7% | -1.5% | -0.2% | -1.6% |
| YTD | -5.3% | -10.5% | +5.2% | -4.6% |
| 1Y | +27.2% | +1.5% | +25.7% | +26.6% |
| 3Y | +166.1% | +163.3% | +2.8% | +131.6% |
| All | +138.0% | +65.2% | +72.8% | +108.1% |
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 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