-13.6%
SOUN vs SYF
+129.5%
-143.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.1% |
| 7D | -4.4% | -1.3% | -3.1% | -3.4% |
| 30D | -13.1% | -1.1% | -12.1% | -12.5% |
| 3M | -7.7% | +7.4% | -15.1% | -14.2% |
| 6M | -21.2% | +16.2% | -37.4% | -31.4% |
| YTD | -35.0% | -6.1% | -28.9% | -32.9% |
| 1Y | -56.4% | +3.4% | -59.7% | -58.5% |
| 3Y | +181.7% | +162.9% | +18.9% | +23.7% |
| All | -13.6% | +129.5% | -143.1% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling