+125.4%
SU vs SYF
+154.1%
-28.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.2% |
| 7D | +1.7% | -5.5% | +7.2% | +2.5% |
| 30D | +9.6% | -3.9% | +13.5% | +10.2% |
| 3M | +11.7% | +8.9% | +2.8% | +9.4% |
| 6M | +21.9% | +16.2% | +5.7% | +16.9% |
| YTD | +58.6% | -8.4% | +67.1% | +60.4% |
| 1Y | +66.5% | +2.6% | +63.9% | +62.7% |
| All | +125.4% | +154.1% | -28.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling