+388.8%
IVV vs SYF
+340.9%
+47.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +0.1% | +0.8% | -0.8% | -0.3% |
| 3M | +2.0% | +13.4% | -11.4% | -2.2% |
| 6M | +13.0% | +16.3% | -3.3% | +7.3% |
| YTD | +13.6% | -3.0% | +16.6% | +13.4% |
| 1Y | +20.1% | +5.7% | +14.4% | +16.5% |
| 3Y | +77.6% | +160.1% | -82.5% | +26.6% |
| 5Y | +82.5% | +88.5% | -6.0% | +39.1% |
| 10Y | +316.5% | +263.1% | +53.5% | +135.7% |
| All | +388.8% | +340.9% | +47.9% | +163.8% |
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