+31.4%
O vs SYF
+170.8%
-139.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | -1.9% | +0.8% | -2.7% | -1.9% |
| 3M | +3.8% | +13.4% | -9.6% | +3.1% |
| 6M | -4.7% | +16.3% | -21.1% | -5.6% |
| YTD | +12.5% | -3.0% | +15.5% | +12.5% |
| 1Y | +10.8% | +5.7% | +5.1% | +10.1% |
| All | +31.4% | +170.8% | -139.4% | +11.8% |
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