+49.3%
IJH vs SYF
+154.1%
-104.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.1% |
| 7D | -2.5% | -5.5% | +3.0% | -0.5% |
| 30D | -5.0% | -3.9% | -1.2% | -3.8% |
| 3M | +0.5% | +8.9% | -8.4% | -3.0% |
| 6M | +8.2% | +16.2% | -8.0% | +1.7% |
| YTD | +12.5% | -8.4% | +20.9% | +14.7% |
| 1Y | +14.4% | +2.6% | +11.8% | +11.4% |
| All | +49.3% | +154.1% | -104.8% | +3.6% |
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