+235.7%
IAU vs SYF
+340.9%
-105.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +4.4% | +0.8% | +3.6% | +4.4% |
| 3M | -1.1% | +13.4% | -14.5% | -0.9% |
| 6M | -13.7% | +16.3% | -30.1% | -13.5% |
| YTD | +2.7% | -3.0% | +5.7% | +2.7% |
| 1Y | +24.6% | +5.7% | +18.9% | +24.8% |
| 3Y | +126.8% | +160.1% | -33.3% | +130.9% |
| 5Y | +139.5% | +88.5% | +51.0% | +142.5% |
| 10Y | +226.3% | +263.1% | -36.8% | +240.6% |
| All | +235.7% | +340.9% | -105.2% | +260.4% |
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