-77.8%
SNAP vs SYF
+167.0%
-244.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.1% |
| 7D | +1.5% | +2.6% | -1.1% | +0.2% |
| 30D | +1.9% | 0.0% | +1.8% | +1.8% |
| 3M | -3.9% | +11.9% | -15.8% | -9.5% |
| 6M | +5.2% | +18.9% | -13.7% | -3.6% |
| YTD | -32.7% | -4.6% | -28.1% | -31.7% |
| 1Y | -24.8% | +6.4% | -31.2% | -27.7% |
| 3Y | -42.2% | +167.2% | -209.3% | -64.8% |
| 5Y | -92.7% | +92.3% | -185.0% | -94.9% |
| All | -77.8% | +167.0% | -244.8% | -88.4% |
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