+365.7%
SE vs SYF
+173.8%
+191.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | +2.0% | -2.1% | +4.1% | +2.8% |
| 30D | -20.0% | +2.5% | -22.5% | -20.8% |
| 3M | -31.8% | -6.3% | -25.5% | -30.2% |
| 6M | -15.9% | -1.5% | -14.4% | -16.1% |
| YTD | -40.6% | -10.5% | -30.1% | -38.9% |
| 1Y | -50.7% | +1.5% | -52.2% | -51.7% |
| 3Y | +70.3% | +163.3% | -93.0% | +11.5% |
| 5Y | -78.8% | +66.8% | -145.6% | -83.9% |
| All | +365.7% | +173.8% | +191.9% | +204.7% |
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 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