-79.4%
SNAP vs SYF
+149.8%
-229.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | -7.3% | -4.3% | -3.1% | -5.3% |
| 30D | -18.9% | +1.0% | -20.0% | -19.3% |
| 3M | -5.3% | -6.4% | +1.2% | -2.1% |
| 6M | -16.9% | +1.0% | -17.9% | -17.8% |
| YTD | -37.4% | -10.7% | -26.7% | -34.4% |
| 1Y | -38.5% | +1.8% | -40.2% | -39.5% |
| 3Y | -55.1% | +165.8% | -220.9% | -72.5% |
| 5Y | -90.8% | +65.9% | -156.7% | -93.2% |
| All | -79.4% | +149.8% | -229.2% | -88.9% |
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