+61.5%
F vs SYF
+340.9%
-279.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +5.3% | +2.4% | +2.9% | +4.1% |
| 30D | +4.6% | +0.8% | +3.7% | +4.1% |
| 3M | -3.7% | +13.4% | -17.1% | -10.0% |
| 6M | +16.8% | +16.3% | +0.5% | +7.6% |
| YTD | +15.3% | -3.0% | +18.3% | +15.2% |
| 1Y | +31.0% | +5.7% | +25.3% | +25.2% |
| 3Y | +45.4% | +160.1% | -114.7% | -15.3% |
| 5Y | +54.7% | +88.5% | -33.8% | +3.0% |
| 10Y | +98.2% | +263.1% | -164.8% | -13.2% |
| All | +61.5% | +340.9% | -279.4% | -33.7% |
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