+303.9%
SYF vs A
+395.6%
-91.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -2.3% |
| 7D | -4.7% | +4.8% | -9.4% | -7.1% |
| 30D | +0.6% | +5.6% | -5.1% | -2.5% |
| 3M | -6.8% | +23.6% | -30.4% | -17.3% |
| 6M | +0.5% | +56.4% | -55.8% | -22.4% |
| YTD | -11.1% | +33.4% | -44.5% | -25.6% |
| 1Y | +1.3% | +23.7% | -22.4% | -11.7% |
| 3Y | +164.6% | +71.0% | +93.6% | +84.7% |
| 5Y | +65.2% | +16.8% | +48.3% | +39.8% |
| 10Y | +204.6% | +323.8% | -119.2% | +23.9% |
| All | +303.9% | +395.6% | -91.6% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling