+325.3%
IR vs SYF
+243.0%
+82.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 1Y | +6.9% | +1.5% | +5.4% | +4.9% |
| 3Y | +27.6% | +163.3% | -135.7% | -21.7% |
| 5Y | +45.8% | +66.8% | -20.9% | +6.2% |
| All | +325.3% | +243.0% | +82.3% | +128.4% |
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