+159.6%
SYF vs A
+64.5%
+95.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.0% | -0.5% | -1.6% | -1.9% |
| 30D | +1.2% | 0.0% | +1.2% | +1.0% |
| 3M | -9.4% | +16.7% | -26.1% | -15.0% |
| 6M | +4.4% | +54.8% | -50.4% | -13.5% |
| YTD | -11.9% | +28.8% | -40.7% | -21.1% |
| 1Y | -0.4% | +19.3% | -19.7% | -7.8% |
| 3Y | +159.6% | +65.5% | +94.0% | +124.7% |
| All | +159.6% | +64.5% | +95.1% | +124.7% |
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