+291.3%
IR vs SYF
+271.7%
+19.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -2.8% | +2.4% | -5.2% | -3.9% |
| 30D | -15.1% | +0.8% | -16.0% | -15.6% |
| 3M | +6.1% | +13.4% | -7.3% | -0.3% |
| 6M | -16.8% | +16.3% | -33.2% | -22.6% |
| YTD | -3.5% | -3.0% | -0.5% | -3.1% |
| 1Y | -3.5% | +5.7% | -9.2% | -7.0% |
| 3Y | +9.5% | +160.1% | -150.6% | -32.4% |
| 5Y | +45.1% | +88.5% | -43.4% | -0.3% |
| All | +291.3% | +271.7% | +19.6% | +103.1% |
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