+252.7%
SO vs SYF
+306.8%
-54.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -1.5% | -2.1% | +0.7% | -1.2% |
| 30D | +8.1% | +2.5% | +5.6% | +7.7% |
| 3M | +0.2% | -6.3% | +6.5% | +1.0% |
| 6M | +0.4% | -1.5% | +1.8% | +0.2% |
| YTD | +8.5% | -10.5% | +19.0% | +9.4% |
| 1Y | +4.9% | +1.5% | +3.4% | +3.9% |
| 3Y | +47.9% | +163.3% | -115.4% | +22.3% |
| 5Y | +75.7% | +66.8% | +8.9% | +54.0% |
| 10Y | +178.0% | +228.5% | -50.5% | +92.6% |
| All | +252.7% | +306.8% | -54.1% | +132.3% |
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