+81.8%
SPY vs SYF
+89.0%
-7.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.2% |
| 5Y | +81.8% | +92.3% | -10.6% | +32.4% |
| All | +81.8% | +89.0% | -7.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling