+63.5%
HYG vs SYF
+326.7%
-263.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -0.2% | -1.3% | +1.2% | 0.0% |
| 30D | -0.1% | -1.1% | +1.0% | 0.0% |
| 3M | +0.7% | +7.4% | -6.7% | -0.4% |
| 6M | +1.5% | +16.2% | -14.7% | -0.6% |
| YTD | +1.9% | -6.1% | +8.1% | +2.2% |
| 1Y | +3.7% | +3.4% | +0.3% | +2.7% |
| 3Y | +26.5% | +162.9% | -136.4% | +9.2% |
| 5Y | +19.0% | +85.6% | -66.6% | +5.5% |
| 10Y | +56.5% | +262.7% | -206.2% | +19.3% |
| All | +63.5% | +326.7% | -263.2% | +23.2% |
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