+130.2%
SRE vs SYF
+178.4%
-48.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +1.8% | -2.0% | +3.8% | +2.2% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | -7.3% | -9.4% | +2.1% | -5.3% |
| 6M | -11.9% | +4.4% | -16.3% | -13.4% |
| YTD | -7.9% | -11.9% | +4.1% | -6.2% |
| 1Y | -11.1% | -0.4% | -10.7% | -12.4% |
| 3Y | +24.8% | +159.6% | -134.8% | -5.9% |
| 5Y | +52.4% | +60.9% | -8.5% | +26.1% |
| All | +130.2% | +178.4% | -48.3% | +45.2% |
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