+363.5%
SE vs SYF
+169.5%
+193.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -0.5% | -2.0% | +1.5% | +0.3% |
| 30D | -20.9% | +1.2% | -22.1% | -21.3% |
| 3M | -38.9% | -9.4% | -29.5% | -36.7% |
| 6M | -19.4% | +4.4% | -23.8% | -21.4% |
| YTD | -40.9% | -11.9% | -29.0% | -38.8% |
| 1Y | -46.2% | -0.4% | -45.8% | -47.0% |
| 3Y | +63.7% | +159.6% | -95.8% | +7.7% |
| 5Y | -77.9% | +60.9% | -138.8% | -83.1% |
| All | +363.5% | +169.5% | +193.9% | +204.9% |
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