+50.5%
SRE vs SYF
+61.9%
-11.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -5.6% | -3.6% | -2.1% | -5.0% |
| 30D | -4.5% | -1.7% | -2.7% | -4.2% |
| 3M | -7.7% | -7.8% | +0.1% | -6.5% |
| 6M | -14.4% | +3.4% | -17.8% | -15.4% |
| YTD | -9.4% | -12.2% | +2.8% | -8.0% |
| 1Y | -13.8% | -1.6% | -12.3% | -14.6% |
| 3Y | +22.2% | +157.8% | -135.6% | -0.4% |
| 5Y | +50.5% | +61.9% | -11.4% | +33.6% |
| All | +50.5% | +61.9% | -11.4% | +33.6% |
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 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