+164.6%
SYF vs A
+67.3%
+97.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.8% |
| 7D | -4.7% | +4.8% | -9.4% | -6.4% |
| 30D | +0.6% | +5.6% | -5.1% | -1.6% |
| 3M | -6.8% | +23.6% | -30.4% | -14.5% |
| 6M | +0.5% | +56.4% | -55.8% | -16.8% |
| YTD | -11.1% | +33.4% | -44.5% | -21.5% |
| 1Y | +1.3% | +23.7% | -22.4% | -7.4% |
| 3Y | +164.6% | +71.0% | +93.6% | +124.6% |
| All | +164.6% | +67.3% | +97.3% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling