-53.5%
SOUN vs SYF
+115.3%
-168.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.7% |
| 7D | -15.1% | -2.0% | -13.1% | -13.6% |
| 30D | -23.0% | +1.2% | -24.2% | -23.8% |
| 3M | -53.3% | -9.4% | -44.0% | -49.7% |
| 6M | -58.6% | +4.4% | -63.0% | -60.9% |
| YTD | -65.0% | -11.9% | -53.1% | -62.0% |
| 1Y | -71.4% | -0.4% | -71.0% | -72.2% |
| 3Y | +75.4% | +159.6% | -84.2% | -21.9% |
| All | -53.5% | +115.3% | -168.8% | -75.1% |
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