+382.6%
PSX vs SYF
+303.9%
+78.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.3% |
| 7D | -8.0% | -4.7% | -3.3% | -6.0% |
| 30D | -9.0% | +0.6% | -9.6% | -9.5% |
| 3M | +24.7% | -6.8% | +31.6% | +28.1% |
| 6M | +49.3% | +0.5% | +48.8% | +46.1% |
| YTD | +100.2% | -11.1% | +111.3% | +104.5% |
| 1Y | +88.8% | +1.3% | +87.6% | +80.8% |
| 3Y | +152.5% | +164.6% | -12.2% | +46.0% |
| 5Y | +283.2% | +65.2% | +218.0% | +166.5% |
| 10Y | +345.8% | +204.6% | +141.2% | +103.9% |
| All | +382.6% | +303.9% | +78.7% | +102.4% |
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