+284.9%
IR vs SYF
+265.7%
+19.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | -13.6% | 0.0% | -13.7% | -13.7% |
| 3M | +3.7% | +11.9% | -8.2% | -1.9% |
| 6M | -13.1% | +18.9% | -32.0% | -19.9% |
| YTD | -5.1% | -4.6% | -0.5% | -3.9% |
| 1Y | -6.5% | +6.4% | -12.8% | -10.1% |
| 3Y | +8.5% | +167.2% | -158.7% | -33.8% |
| 5Y | +43.3% | +92.3% | -49.0% | -2.4% |
| All | +284.9% | +265.7% | +19.2% | +101.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling