+691.2%
SNPS vs SYF
+219.4%
+471.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +0.2% | -4.3% | +4.4% | +1.5% |
| 30D | -8.4% | +1.0% | -9.5% | -8.8% |
| 3M | +12.3% | -6.4% | +18.7% | +14.3% |
| 6M | -9.6% | +1.0% | -10.6% | -10.5% |
| YTD | -0.6% | -10.7% | +10.2% | +1.8% |
| 1Y | +18.7% | +1.8% | +16.9% | +16.8% |
| 3Y | -7.6% | +165.8% | -173.4% | -31.8% |
| 5Y | +34.1% | +65.9% | -31.8% | +9.2% |
| 10Y | +691.2% | +206.0% | +485.2% | +425.1% |
| All | +691.2% | +219.4% | +471.8% | +425.1% |
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