+240.0%
SPOT vs SYF
+170.1%
+69.9%
-46.8%
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% | -2.3% |
| 7D | -2.9% | +2.6% | -5.5% | -3.3% |
| 30D | +8.3% | 0.0% | +8.3% | +8.2% |
| 3M | +5.1% | +11.9% | -6.8% | +2.7% |
| 6M | -6.5% | +18.9% | -25.4% | -9.6% |
| YTD | -9.0% | -4.6% | -4.4% | -8.7% |
| 1Y | -26.4% | +6.4% | -32.8% | -27.7% |
| 3Y | +240.0% | +167.2% | +72.9% | +227.8% |
| All | +240.0% | +170.1% | +69.9% | +227.8% |
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