+295.5%
SPGI vs SYF
+259.8%
+35.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.7% |
| 7D | -2.5% | +2.6% | -5.1% | -3.2% |
| 30D | +5.4% | 0.0% | +5.4% | +5.3% |
| 3M | +9.0% | +11.9% | -2.9% | +4.9% |
| 6M | +0.8% | +18.9% | -18.1% | -5.0% |
| YTD | -12.6% | -4.6% | -8.0% | -12.2% |
| 1Y | -16.1% | +6.4% | -22.5% | -18.8% |
| 3Y | +19.0% | +167.2% | -148.2% | -17.4% |
| 5Y | +5.1% | +92.3% | -87.3% | -21.8% |
| 10Y | +295.5% | +263.2% | +32.3% | +107.1% |
| All | +295.5% | +259.8% | +35.7% | +107.1% |
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