+25.6%
HYG vs SYF
+155.9%
-130.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -0.7% | -4.9% | +4.2% | -0.3% |
| 30D | -0.7% | -4.3% | +3.6% | -0.4% |
| 3M | -0.2% | +5.5% | -5.7% | -0.7% |
| 6M | +1.4% | +17.5% | -16.1% | 0.0% |
| YTD | +1.5% | -7.8% | +9.2% | +1.8% |
| 1Y | +2.9% | +1.6% | +1.3% | +2.3% |
| 3Y | +25.6% | +154.8% | -129.2% | +14.5% |
| All | +25.6% | +155.9% | -130.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling