+26.6%
LOW vs SYF
+159.3%
-132.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +8.7% | -4.2% | +12.9% | +9.9% |
| 30D | +25.5% | -1.1% | +26.5% | +25.8% |
| 3M | +6.6% | -7.9% | +14.5% | +8.8% |
| 6M | +2.4% | -1.1% | +3.5% | +2.4% |
| YTD | -1.7% | -12.6% | +10.9% | +0.7% |
| 1Y | +1.7% | -2.4% | +4.1% | +1.4% |
| 3Y | +26.6% | +156.6% | -130.1% | -6.3% |
| All | +26.6% | +159.3% | -132.8% | -6.3% |
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 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