+506.8%
LOW vs SYF
+297.4%
+209.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +8.7% | -4.2% | +12.9% | +10.3% |
| 30D | +25.5% | -1.1% | +26.5% | +25.9% |
| 3M | +6.6% | -7.9% | +14.5% | +9.5% |
| 6M | +2.4% | -1.1% | +3.5% | +2.3% |
| YTD | -1.7% | -12.6% | +10.9% | +1.9% |
| 1Y | +1.7% | -2.4% | +4.1% | +1.3% |
| 3Y | +26.6% | +156.6% | -130.1% | -15.0% |
| 5Y | +10.1% | +61.9% | -51.7% | -15.4% |
| 10Y | +303.3% | +186.5% | +116.8% | +119.3% |
| All | +506.8% | +297.4% | +209.5% | +190.5% |
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