+301.7%
SPOT vs SYF
+169.1%
+132.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.6% | -3.3% | +0.7% | -1.8% |
| 30D | +13.5% | -2.2% | +15.7% | +14.0% |
| 3M | +22.2% | -9.3% | +31.6% | +25.1% |
| 6M | +38.3% | +2.1% | +36.2% | +36.7% |
| YTD | +3.1% | -12.6% | +15.7% | +5.5% |
| 1Y | -7.6% | -3.4% | -4.2% | -8.0% |
| 3Y | +250.0% | +156.5% | +93.6% | +160.8% |
| 5Y | +113.3% | +59.6% | +53.8% | +73.6% |
| All | +301.7% | +169.1% | +132.5% | +171.7% |
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