+27.6%
IR vs SYF
+158.5%
-131.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +3.7% | -2.1% | +5.8% | +4.7% |
| 30D | +7.4% | +2.5% | +4.9% | +6.1% |
| 3M | -5.9% | -6.3% | +0.3% | -3.4% |
| 6M | +5.6% | -1.5% | +7.0% | +5.6% |
| YTD | +4.8% | -10.5% | +15.3% | +8.7% |
| 1Y | +6.9% | +1.5% | +5.4% | +4.7% |
| 3Y | +27.6% | +163.3% | -135.7% | -1.2% |
| All | +27.6% | +158.5% | -131.0% | -1.2% |
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 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