+46.2%
RF vs SYF
+67.6%
-21.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.6% |
| 7D | -0.1% | -4.3% | +4.1% | +2.4% |
| 30D | +7.0% | +1.0% | +6.0% | +6.3% |
| 3M | -7.0% | -6.4% | -0.6% | -3.6% |
| 6M | +6.8% | +1.0% | +5.8% | +5.0% |
| YTD | +9.9% | -10.7% | +20.6% | +15.3% |
| 1Y | +21.1% | +1.8% | +19.4% | +17.2% |
| 3Y | +119.6% | +165.8% | -46.2% | +13.9% |
| 5Y | +46.2% | +65.9% | -19.7% | +1.5% |
| All | +46.2% | +67.6% | -21.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling