+319.7%
SPY vs SYF
+257.7%
+62.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | 0.0% |
| 7D | -0.4% | -1.3% | +1.0% | 0.0% |
| 30D | -1.4% | -1.1% | -0.3% | -1.1% |
| 3M | +3.7% | +7.4% | -3.7% | +1.1% |
| 6M | +13.0% | +16.2% | -3.2% | +7.3% |
| YTD | +12.4% | -6.1% | +18.5% | +13.3% |
| 1Y | +18.5% | +3.4% | +15.2% | +15.7% |
| 3Y | +77.6% | +162.9% | -85.2% | +26.4% |
| 5Y | +81.7% | +85.6% | -3.9% | +39.3% |
| 10Y | +319.7% | +262.7% | +56.9% | +141.6% |
| All | +319.7% | +257.7% | +62.0% | +141.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling