+155.9%
SO vs SYF
+259.8%
-103.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.6% |
| 30D | -3.2% | 0.0% | -3.2% | -3.2% |
| 3M | -1.7% | +11.9% | -13.6% | -3.5% |
| 6M | -7.2% | +18.9% | -26.1% | -9.9% |
| YTD | +4.6% | -4.6% | +9.1% | +4.6% |
| 1Y | +1.2% | +6.4% | -5.2% | -0.6% |
| 3Y | +45.3% | +167.2% | -121.9% | +18.0% |
| 5Y | +58.7% | +92.3% | -33.6% | +33.8% |
| 10Y | +155.9% | +263.2% | -107.3% | +67.7% |
| All | +155.9% | +259.8% | -103.9% | +67.7% |
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