+556.6%
SNPS vs SYF
+259.8%
+296.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -5.5% | +2.6% | -8.1% | -6.2% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | -17.2% | +11.9% | -29.1% | -20.3% |
| 6M | -10.4% | +18.9% | -29.3% | -15.4% |
| YTD | -16.5% | -4.6% | -12.0% | -16.1% |
| 1Y | -35.6% | +6.4% | -42.0% | -37.2% |
| 3Y | -14.6% | +167.2% | -181.8% | -37.2% |
| 5Y | +16.5% | +92.3% | -75.9% | -8.9% |
| 10Y | +556.6% | +263.2% | +293.4% | +294.7% |
| All | +556.6% | +259.8% | +296.8% | +294.7% |
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