+74.3%
F vs SYF
+196.3%
-122.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.3% |
| 7D | +1.0% | -4.2% | +5.2% | +3.1% |
| 30D | +2.1% | -1.1% | +3.2% | +2.6% |
| 3M | -10.3% | -7.9% | -2.4% | -6.7% |
| 6M | +3.3% | -1.1% | +4.4% | +2.8% |
| YTD | -2.0% | -12.6% | +10.6% | +2.9% |
| 1Y | -2.3% | -2.4% | +0.1% | -3.0% |
| 3Y | +49.9% | +156.6% | -106.7% | -13.6% |
| 5Y | -12.5% | +61.9% | -74.3% | -37.8% |
| 10Y | +74.3% | +186.5% | -112.2% | -14.0% |
| All | +74.3% | +196.3% | -122.0% | -14.0% |
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