+386.6%
PSX vs SYF
+257.7%
+128.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | +1.8% | -1.3% | +3.2% | +2.4% |
| 30D | +21.6% | -1.1% | +22.7% | +22.0% |
| 3M | +46.5% | +7.4% | +39.1% | +39.9% |
| 6M | +62.0% | +16.2% | +45.8% | +47.3% |
| YTD | +106.3% | -6.1% | +112.5% | +106.3% |
| 1Y | +103.0% | +3.4% | +99.6% | +92.4% |
| 3Y | +135.5% | +162.9% | -27.3% | +34.8% |
| 5Y | +368.5% | +85.6% | +282.9% | +204.9% |
| 10Y | +386.6% | +262.7% | +123.8% | +98.8% |
| All | +386.6% | +257.7% | +128.9% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling