+48.3%
SRE vs SYF
+78.7%
-30.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.8% |
| 7D | -0.7% | -5.5% | +4.8% | +0.3% |
| 30D | -1.7% | -3.9% | +2.1% | -1.1% |
| 3M | -7.1% | +8.9% | -16.0% | -8.9% |
| 6M | -8.4% | +16.2% | -24.6% | -11.5% |
| YTD | -3.5% | -8.4% | +4.9% | -2.7% |
| 1Y | +5.4% | +2.6% | +2.8% | +3.7% |
| 3Y | +29.5% | +156.4% | -126.8% | +5.7% |
| 5Y | +48.3% | +78.2% | -29.9% | +25.6% |
| All | +48.3% | +78.7% | -30.4% | +25.6% |
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