+236.6%
SO vs SYF
+340.9%
-104.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -0.2% | +2.4% | -2.6% | -0.5% |
| 30D | -4.6% | +0.8% | -5.4% | -4.7% |
| 3M | -3.0% | +13.4% | -16.4% | -4.9% |
| 6M | -8.3% | +16.3% | -24.6% | -10.4% |
| YTD | +3.5% | -3.0% | +6.5% | +3.4% |
| 1Y | -0.9% | +5.7% | -6.6% | -2.5% |
| 3Y | +45.4% | +160.1% | -114.8% | +20.8% |
| 5Y | +59.6% | +88.5% | -28.9% | +37.1% |
| 10Y | +156.6% | +263.1% | -106.5% | +75.8% |
| All | +236.6% | +340.9% | -104.3% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling