+78.4%
IVV vs SYF
+164.6%
-86.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +0.1% | +0.8% | -0.8% | -0.2% |
| 3M | +2.0% | +13.4% | -11.4% | -1.6% |
| 6M | +13.0% | +16.3% | -3.3% | +8.1% |
| YTD | +13.6% | -3.0% | +16.6% | +13.5% |
| 1Y | +20.1% | +5.7% | +14.4% | +16.9% |
| All | +78.4% | +164.6% | -86.2% | +39.5% |
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