+372.3%
SE vs SYF
+167.5%
+204.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | 0.0% | -4.2% | +4.2% | +1.7% |
| 30D | -19.4% | -1.1% | -18.3% | -19.1% |
| 3M | -33.1% | -7.9% | -25.2% | -31.2% |
| 6M | -11.4% | -1.1% | -10.4% | -11.8% |
| YTD | -39.8% | -12.6% | -27.2% | -37.4% |
| 1Y | -50.5% | -2.4% | -48.1% | -50.8% |
| 3Y | +68.9% | +156.6% | -87.8% | +11.6% |
| 5Y | -77.1% | +61.9% | -139.0% | -82.4% |
| All | +372.3% | +167.5% | +204.8% | +211.7% |
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