+358.2%
PSX vs SYF
+176.2%
+182.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +6.4% | -3.3% | +9.7% | +8.0% |
| 30D | -10.2% | -2.2% | -8.0% | -9.5% |
| 3M | +17.2% | -9.3% | +26.5% | +21.9% |
| 6M | +51.8% | +2.1% | +49.7% | +47.4% |
| YTD | +108.0% | -12.6% | +120.6% | +114.2% |
| 1Y | +96.1% | -3.4% | +99.6% | +91.9% |
| 3Y | +155.9% | +156.5% | -0.6% | +47.5% |
| 5Y | +306.9% | +59.6% | +247.3% | +184.9% |
| All | +358.2% | +176.2% | +182.0% | +110.8% |
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