+149.9%
SU vs SYF
+340.9%
-191.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.6% | +2.4% | +1.2% | +2.6% |
| 30D | +7.9% | +0.8% | +7.0% | +7.4% |
| 3M | +3.5% | +13.4% | -9.9% | -2.7% |
| 6M | +19.0% | +16.3% | +2.6% | +9.7% |
| YTD | +55.0% | -3.0% | +58.0% | +52.5% |
| 1Y | +71.2% | +5.7% | +65.5% | +61.6% |
| 3Y | +117.4% | +160.1% | -42.7% | +31.7% |
| 5Y | +335.2% | +88.5% | +246.6% | +190.5% |
| 10Y | +248.7% | +263.1% | -14.3% | +60.4% |
| All | +149.9% | +340.9% | -191.0% | +4.7% |
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