+560.1%
SPGI vs SYF
+340.9%
+219.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | +8.4% | +0.8% | +7.6% | +8.0% |
| 3M | +11.8% | +13.4% | -1.6% | +7.0% |
| 6M | +5.7% | +16.3% | -10.6% | +0.1% |
| YTD | -9.7% | -3.0% | -6.7% | -9.8% |
| 1Y | -12.5% | +5.7% | -18.2% | -15.2% |
| 3Y | +21.8% | +160.1% | -138.3% | -15.6% |
| 5Y | +8.2% | +88.5% | -80.3% | -19.6% |
| 10Y | +309.5% | +263.1% | +46.4% | +107.3% |
| All | +560.1% | +340.9% | +219.2% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling