+14.6%
SNOW vs SYF
+211.9%
-197.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +5.5% | -2.0% | +7.5% | +6.3% |
| 30D | -13.2% | +1.2% | -14.4% | -13.7% |
| 3M | -13.7% | -9.4% | -4.4% | -10.3% |
| 6M | +91.0% | +4.4% | +86.6% | +85.2% |
| YTD | +32.7% | -11.9% | +44.6% | +37.8% |
| 1Y | +13.3% | -0.4% | +13.7% | +11.0% |
| 3Y | +83.4% | +159.6% | -76.2% | +12.9% |
| 5Y | -24.7% | +60.9% | -85.6% | -49.4% |
| All | +14.6% | +211.9% | -197.3% | -18.8% |
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 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