+163.0%
B vs SYF
+297.1%
-134.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.1% |
| 7D | -6.2% | -3.3% | -2.9% | -6.1% |
| 30D | -6.6% | -2.2% | -4.4% | -6.5% |
| 3M | -7.9% | -9.3% | +1.5% | -7.5% |
| 6M | -16.8% | +2.1% | -18.9% | -16.8% |
| YTD | -11.7% | -12.6% | +1.0% | -11.4% |
| 1Y | +3.5% | -3.4% | +6.9% | +3.5% |
| 3Y | +165.7% | +156.5% | +9.2% | +160.3% |
| 5Y | +108.4% | +59.6% | +48.8% | +103.0% |
| 10Y | +212.7% | +178.6% | +34.0% | +202.6% |
| All | +163.0% | +297.1% | -134.2% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling