+338.3%
PSX vs SYF
+196.3%
+142.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | 0.0% |
| 7D | -7.8% | -4.2% | -3.6% | -6.0% |
| 30D | -9.9% | -1.1% | -8.8% | -9.7% |
| 3M | +16.9% | -7.9% | +24.8% | +20.8% |
| 6M | +48.0% | -1.1% | +49.1% | +45.8% |
| YTD | +98.3% | -12.6% | +110.9% | +104.2% |
| 1Y | +86.2% | -2.4% | +88.5% | +81.1% |
| 3Y | +144.0% | +156.6% | -12.7% | +40.7% |
| 5Y | +287.7% | +61.9% | +225.8% | +169.4% |
| 10Y | +338.3% | +186.5% | +151.9% | +99.2% |
| All | +338.3% | +196.3% | +142.0% | +99.2% |
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