-16.3%
SOUN vs SYF
+123.8%
-140.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.1% |
| 7D | -6.8% | -5.5% | -1.3% | -2.4% |
| 30D | -15.2% | -3.9% | -11.4% | -12.6% |
| 3M | -7.0% | +8.9% | -15.9% | -14.6% |
| 6M | -20.5% | +16.2% | -36.7% | -30.9% |
| YTD | -37.0% | -8.4% | -28.6% | -33.6% |
| 1Y | -55.3% | +2.6% | -57.9% | -57.3% |
| 3Y | +173.0% | +156.4% | +16.7% | +22.4% |
| All | -16.3% | +123.8% | -140.1% | -56.4% |
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 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