+206.0%
SYF vs A
+328.7%
-122.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -2.3% |
| 7D | -4.3% | +4.8% | -9.0% | -6.7% |
| 30D | +1.0% | +5.6% | -4.6% | -2.1% |
| 3M | -6.4% | +23.6% | -30.0% | -17.1% |
| 6M | +1.0% | +56.4% | -55.4% | -22.3% |
| YTD | -10.7% | +33.4% | -44.1% | -25.4% |
| 1Y | +1.8% | +23.7% | -22.0% | -11.4% |
| 3Y | +165.8% | +71.0% | +94.8% | +83.6% |
| 5Y | +65.9% | +16.8% | +49.1% | +40.2% |
| 10Y | +206.0% | +323.8% | -117.8% | +32.0% |
| All | +206.0% | +328.7% | -122.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling