-47.7%
SNAP vs SYF
+164.6%
-212.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | +2.4% | -1.7% | -0.6% |
| 30D | +2.6% | +0.8% | +1.8% | +2.1% |
| 3M | -9.9% | +13.4% | -23.3% | -16.9% |
| 6M | +1.9% | +16.3% | -14.5% | -7.2% |
| YTD | -32.2% | -3.0% | -29.2% | -31.9% |
| 1Y | -22.8% | +5.7% | -28.6% | -26.5% |
| All | -47.7% | +164.6% | -212.3% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling