+159.1%
O vs SYF
+340.9%
-181.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.7% | +2.4% | -3.1% | -1.4% |
| 30D | -1.9% | +0.8% | -2.7% | -2.2% |
| 3M | +3.8% | +13.4% | -9.6% | 0.0% |
| 6M | -4.7% | +16.3% | -21.1% | -9.1% |
| YTD | +12.5% | -3.0% | +15.5% | +12.0% |
| 1Y | +10.8% | +5.7% | +5.1% | +7.4% |
| 3Y | +28.8% | +160.1% | -131.3% | -9.0% |
| 5Y | +13.2% | +88.5% | -75.3% | -14.8% |
| 10Y | +53.5% | +263.1% | -209.6% | -19.7% |
| All | +159.1% | +340.9% | -181.8% | +31.4% |
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