+177.0%
SAP vs SYF
+267.3%
-90.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | +9.0% | +0.8% | +8.2% | +8.7% |
| 3M | +14.9% | +13.4% | +1.5% | +10.7% |
| 6M | +11.9% | +16.3% | -4.4% | +6.8% |
| YTD | -9.9% | -3.0% | -6.9% | -9.9% |
| 1Y | -19.5% | +5.7% | -25.3% | -21.6% |
| 3Y | +61.8% | +160.1% | -98.3% | +17.9% |
| 5Y | +56.2% | +88.5% | -32.3% | +21.1% |
| All | +177.0% | +267.3% | -90.3% | +63.0% |
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