+264.0%
SPOT vs SYF
+198.8%
+65.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.2% |
| 7D | -0.9% | +2.4% | -3.3% | -1.5% |
| 30D | +12.5% | +0.8% | +11.6% | +12.2% |
| 3M | +9.9% | +13.4% | -3.5% | +5.9% |
| 6M | +1.6% | +16.3% | -14.8% | -2.9% |
| YTD | -6.6% | -3.0% | -3.6% | -6.8% |
| 1Y | -22.9% | +5.7% | -28.6% | -25.0% |
| 3Y | +244.3% | +160.1% | +84.2% | +155.7% |
| 5Y | +117.8% | +88.5% | +29.3% | +70.6% |
| All | +264.0% | +198.8% | +65.2% | +140.1% |
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 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