+211.0%
B vs SYF
+340.9%
-129.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | +9.4% | +0.8% | +8.6% | +9.4% |
| 3M | +5.0% | +13.4% | -8.4% | +4.6% |
| 6M | -3.5% | +16.3% | -19.9% | -4.0% |
| YTD | +4.5% | -3.0% | +7.5% | +4.4% |
| 1Y | +67.8% | +5.7% | +62.1% | +67.3% |
| 3Y | +196.7% | +160.1% | +36.6% | +189.7% |
| 5Y | +151.9% | +88.5% | +63.4% | +144.9% |
| 10Y | +202.2% | +263.1% | -60.9% | +199.3% |
| All | +211.0% | +340.9% | -129.9% | +209.1% |
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 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