+321.6%
SPY vs SYF
+263.6%
+58.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +0.5% | +2.6% | -2.1% | -0.2% |
| 30D | -0.9% | 0.0% | -1.0% | -1.0% |
| 3M | +3.9% | +11.9% | -8.0% | 0.0% |
| 6M | +14.5% | +18.9% | -4.4% | +8.0% |
| YTD | +12.9% | -4.6% | +17.5% | +13.3% |
| 1Y | +19.4% | +6.4% | +13.0% | +15.5% |
| 3Y | +78.5% | +167.2% | -88.7% | +26.3% |
| 5Y | +81.8% | +92.3% | -10.6% | +37.8% |
| All | +321.6% | +263.6% | +58.0% | +141.5% |
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