+129.2%
SRE vs SYF
+297.4%
-168.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -8.2% | -4.2% | -4.0% | -7.3% |
| 30D | -3.6% | -1.1% | -2.6% | -3.5% |
| 3M | -6.3% | -7.9% | +1.6% | -4.7% |
| 6M | -13.0% | -1.1% | -11.9% | -13.4% |
| YTD | -9.2% | -12.6% | +3.4% | -7.5% |
| 1Y | -13.1% | -2.4% | -10.7% | -13.9% |
| 3Y | +22.4% | +156.6% | -134.2% | -5.8% |
| 5Y | +47.1% | +61.9% | -14.8% | +22.8% |
| 10Y | +121.0% | +186.5% | -65.5% | +40.8% |
| All | +129.2% | +297.4% | -168.1% | +35.2% |
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 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