-9.1%
LOW vs SYF
+160.5%
-169.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.6% | -1.3% | +0.7% | -0.3% |
| 30D | -9.3% | -1.1% | -8.2% | -9.1% |
| 3M | -8.1% | +7.4% | -15.5% | -10.0% |
| 6M | -19.8% | +16.2% | -36.0% | -22.9% |
| YTD | -16.4% | -6.1% | -10.2% | -15.8% |
| 1Y | -24.7% | +3.4% | -28.0% | -26.1% |
| All | -9.1% | +160.5% | -169.6% | -34.2% |
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