+589.4%
SE vs SYF
+196.8%
+392.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.3% |
| 6M | +27.0% | +16.3% | +10.7% | +19.2% |
| YTD | -12.1% | -3.0% | -9.1% | -12.1% |
| 1Y | -40.9% | +5.7% | -46.6% | -43.0% |
| 3Y | +191.0% | +160.1% | +30.9% | +91.5% |
| 5Y | -68.3% | +88.5% | -156.8% | -76.9% |
| All | +589.4% | +196.8% | +392.6% | +338.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling