+41.8%
IYR vs SYF
+159.4%
-117.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | +6.6% | +1.2% | +5.4% | +6.3% |
| 3M | -1.8% | -9.4% | +7.5% | -0.3% |
| 6M | +1.4% | +4.4% | -3.0% | +0.4% |
| YTD | +10.5% | -11.9% | +22.4% | +12.1% |
| 1Y | +10.6% | -0.4% | +11.0% | +9.8% |
| 3Y | +41.8% | +159.6% | -117.7% | +8.7% |
| All | +41.8% | +159.4% | -117.6% | +8.7% |
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