+386.6%
PSX vs SYF
+340.9%
+45.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +4.5% | +2.4% | +2.1% | +3.4% |
| 30D | +26.6% | +0.8% | +25.8% | +25.9% |
| 3M | +39.3% | +13.4% | +25.9% | +29.9% |
| 6M | +56.8% | +16.3% | +40.5% | +42.9% |
| YTD | +101.8% | -3.0% | +104.8% | +98.9% |
| 1Y | +99.6% | +5.7% | +93.9% | +87.7% |
| 3Y | +140.3% | +160.1% | -19.8% | +40.6% |
| 5Y | +339.3% | +88.5% | +250.8% | +187.6% |
| 10Y | +369.9% | +263.1% | +106.8% | +100.5% |
| All | +386.6% | +340.9% | +45.7% | +96.8% |
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 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