+5.5%
SNOW vs SYF
+89.0%
-83.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.3% |
| 7D | +4.9% | +2.6% | +2.3% | +3.6% |
| 30D | +1.5% | 0.0% | +1.5% | +1.4% |
| 3M | +39.5% | +11.9% | +27.6% | +30.6% |
| 6M | +85.9% | +18.9% | +67.0% | +67.4% |
| YTD | +52.9% | -4.6% | +57.5% | +54.0% |
| 1Y | +48.1% | +6.4% | +41.7% | +39.7% |
| 3Y | +102.2% | +167.2% | -65.0% | +5.5% |
| 5Y | +5.5% | +92.3% | -86.9% | -39.4% |
| All | +5.5% | +89.0% | -83.5% | -39.4% |
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 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