-14.0%
SNPS vs SYF
+170.8%
-184.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | +2.4% | -13.4% | -11.8% |
| 30D | -1.7% | +0.8% | -2.6% | -2.1% |
| 3M | -20.4% | +13.4% | -33.8% | -24.6% |
| 6M | -8.6% | +16.3% | -25.0% | -14.6% |
| YTD | -16.2% | -3.0% | -13.1% | -16.2% |
| 1Y | -34.6% | +5.7% | -40.3% | -36.7% |
| All | -14.0% | +170.8% | -184.8% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling