+186.3%
SE vs SYF
+170.8%
+15.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | +2.4% | -8.5% | -6.9% |
| 30D | -2.5% | +0.8% | -3.3% | -2.8% |
| 3M | +21.7% | +13.4% | +8.3% | +15.7% |
| 6M | +27.0% | +16.3% | +10.7% | +19.7% |
| YTD | -12.1% | -3.0% | -9.1% | -12.2% |
| 1Y | -40.9% | +5.7% | -46.6% | -42.9% |
| All | +186.3% | +170.8% | +15.5% | +120.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling