+65.2%
SYF vs A
+16.0%
+49.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -2.0% |
| 7D | -4.7% | +4.8% | -9.4% | -6.6% |
| 30D | +0.6% | +5.6% | -5.1% | -1.9% |
| 3M | -6.8% | +23.6% | -30.4% | -15.6% |
| 6M | +0.5% | +56.4% | -55.8% | -18.9% |
| YTD | -11.1% | +33.4% | -44.5% | -23.1% |
| 1Y | +1.3% | +23.7% | -22.4% | -9.1% |
| 3Y | +164.6% | +71.0% | +93.6% | +94.2% |
| 5Y | +65.2% | +16.8% | +48.3% | +33.5% |
| All | +65.2% | +16.0% | +49.1% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling