+376.2%
SPY vs SYF
+297.3%
+78.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.6% | -4.2% | +3.6% | +0.7% |
| 30D | -3.7% | -1.1% | -2.6% | -3.4% |
| 3M | -2.7% | -7.9% | +5.1% | -0.6% |
| 6M | +2.2% | -1.1% | +3.3% | +1.8% |
| YTD | +10.8% | -12.6% | +23.4% | +13.9% |
| 1Y | +11.2% | -2.4% | +13.6% | +10.5% |
| 3Y | +76.5% | +156.6% | -80.1% | +26.8% |
| 5Y | +72.9% | +61.9% | +11.1% | +38.5% |
| 10Y | +304.8% | +186.5% | +118.4% | +147.1% |
| All | +376.2% | +297.3% | +78.8% | +166.6% |
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 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