+601.2%
SPGI vs SYF
+305.8%
+295.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -0.9% | -4.3% | +3.4% | +0.5% |
| 30D | +15.5% | +1.0% | +14.5% | +15.1% |
| 3M | +15.7% | -6.4% | +22.1% | +17.9% |
| 6M | +19.1% | +1.0% | +18.1% | +18.0% |
| YTD | -4.1% | -10.7% | +6.7% | -1.7% |
| 1Y | +1.2% | +1.8% | -0.6% | -0.7% |
| 3Y | +31.6% | +165.8% | -134.3% | -9.6% |
| 5Y | +12.4% | +65.9% | -53.5% | -12.6% |
| 10Y | +334.3% | +206.0% | +128.3% | +134.5% |
| All | +601.2% | +305.8% | +295.4% | +259.9% |
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