+0.4%
SLV vs SYF
-1.8%
+2.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -1.1% | -3.6% | +2.5% | -0.3% |
| 30D | -14.2% | -1.7% | -12.4% | -13.8% |
| 3M | -20.3% | -7.8% | -12.5% | -19.1% |
| 6M | -40.2% | +3.4% | -43.6% | -40.4% |
| YTD | -27.6% | -12.2% | -15.4% | -28.8% |
| 1Y | +0.4% | -1.6% | +2.0% | -4.8% |
| All | +0.4% | -1.8% | +2.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling