+80.7%
SAP vs SYF
+60.4%
+20.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +6.5% | +1.2% | +5.3% | +6.1% |
| 3M | +12.2% | -9.4% | +21.6% | +15.1% |
| 6M | +46.1% | +4.4% | +41.6% | +43.6% |
| YTD | -1.6% | -11.9% | +10.3% | +0.9% |
| 1Y | -5.1% | -0.4% | -4.7% | -6.1% |
| 3Y | +68.4% | +159.6% | -91.2% | +17.6% |
| All | +80.7% | +60.4% | +20.3% | +38.0% |
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 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