+495.3%
LOW vs SYF
+297.1%
+198.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | -3.3% | +3.4% | +1.3% |
| 30D | +21.3% | -2.2% | +23.5% | +22.2% |
| 3M | +6.0% | -9.3% | +15.3% | +9.5% |
| 6M | +2.6% | +2.1% | +0.5% | +1.4% |
| YTD | -3.6% | -12.6% | +9.0% | -0.1% |
| 1Y | -1.0% | -3.4% | +2.5% | -0.9% |
| 3Y | +24.2% | +156.5% | -132.3% | -16.6% |
| 5Y | +6.3% | +59.6% | -53.2% | -17.9% |
| 10Y | +294.1% | +178.6% | +115.5% | +116.2% |
| All | +495.3% | +297.1% | +198.2% | +185.0% |
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