+185.7%
SOUN vs SYF
+170.1%
+15.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.2% |
| 7D | -4.1% | +2.6% | -6.7% | -6.2% |
| 30D | -18.1% | 0.0% | -18.1% | -18.2% |
| 3M | -12.3% | +11.9% | -24.2% | -21.7% |
| 6M | -18.6% | +18.9% | -37.5% | -31.0% |
| YTD | -34.1% | -4.6% | -29.5% | -32.8% |
| 1Y | -57.0% | +6.4% | -63.4% | -60.3% |
| 3Y | +185.7% | +167.2% | +18.5% | +13.3% |
| All | +185.7% | +170.1% | +15.5% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling