+367.9%
IVV vs SYF
+306.8%
+61.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.1% |
| 30D | -5.4% | +2.5% | -7.9% | -6.1% |
| 3M | -4.1% | -6.3% | +2.2% | -2.4% |
| 6M | +0.7% | -1.5% | +2.2% | +0.5% |
| YTD | +8.7% | -10.5% | +19.2% | +11.0% |
| 1Y | +11.0% | +1.5% | +9.5% | +8.9% |
| 3Y | +75.4% | +163.3% | -87.8% | +24.6% |
| 5Y | +68.3% | +66.8% | +1.6% | +33.3% |
| 10Y | +315.5% | +228.5% | +87.0% | +142.1% |
| All | +367.9% | +306.8% | +61.1% | +158.3% |
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 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