+7.8%
LOW vs SYF
+89.2%
-81.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.2% |
| 30D | -9.3% | -1.1% | -8.2% | -9.0% |
| 3M | -8.1% | +7.4% | -15.5% | -10.3% |
| 6M | -19.8% | +16.2% | -36.0% | -23.5% |
| YTD | -16.4% | -6.1% | -10.2% | -15.6% |
| 1Y | -24.7% | +3.4% | -28.0% | -26.3% |
| 3Y | -8.8% | +162.9% | -171.7% | -36.7% |
| 5Y | +7.8% | +85.6% | -77.8% | -22.9% |
| All | +7.8% | +89.2% | -81.5% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling