+307.3%
SPY vs SYF
+219.4%
+87.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | +0.1% | -4.3% | +4.3% | +1.4% |
| 30D | -3.3% | +1.0% | -4.4% | -3.7% |
| 3M | -2.4% | -6.4% | +4.0% | -0.7% |
| 6M | +2.6% | +1.0% | +1.6% | +1.5% |
| YTD | +11.2% | -10.7% | +22.0% | +13.7% |
| 1Y | +13.4% | +1.8% | +11.6% | +11.2% |
| 3Y | +79.9% | +165.8% | -85.9% | +27.5% |
| 5Y | +72.2% | +65.9% | +6.3% | +36.6% |
| 10Y | +307.3% | +206.0% | +101.3% | +154.4% |
| All | +307.3% | +219.4% | +87.9% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling