-3.5%
F vs SYF
-1.8%
-1.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | -2.1% | -3.6% | +1.4% | -0.9% |
| 30D | +3.3% | -1.7% | +5.0% | +4.0% |
| 3M | -11.3% | -7.8% | -3.5% | -8.8% |
| 6M | +5.3% | +3.4% | +1.9% | +3.3% |
| YTD | -2.2% | -12.2% | +10.0% | -0.2% |
| 1Y | -3.5% | -1.6% | -2.0% | -8.5% |
| All | -3.5% | -1.8% | -1.8% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling