-90.3%
SNAP vs SYF
+61.4%
-151.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +2.6% | -3.3% | +5.8% | +4.9% |
| 30D | -19.6% | -2.2% | -17.4% | -18.3% |
| 3M | +0.4% | -9.3% | +9.7% | +7.3% |
| 6M | -5.9% | +2.1% | -8.0% | -8.3% |
| YTD | -35.3% | -12.6% | -22.7% | -30.2% |
| 1Y | -42.6% | -3.4% | -39.1% | -42.4% |
| 3Y | -53.9% | +156.5% | -210.4% | -79.2% |
| 5Y | -90.3% | +59.6% | -149.9% | -94.3% |
| All | -90.3% | +61.4% | -151.7% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling