+340.9%
SYF vs A
+314.3%
+26.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.4% | -1.9% | +4.3% | +3.4% |
| 30D | +0.8% | +6.9% | -6.1% | -2.9% |
| 3M | +13.4% | +9.2% | +4.2% | +7.7% |
| 6M | +16.3% | +25.7% | -9.3% | +1.2% |
| YTD | -3.0% | +11.5% | -14.5% | -10.3% |
| 1Y | +5.7% | +18.4% | -12.6% | -6.0% |
| 3Y | +160.1% | +26.6% | +133.5% | +114.9% |
| 5Y | +88.5% | -12.8% | +101.3% | +88.5% |
| 10Y | +263.1% | +247.2% | +15.9% | +64.5% |
| All | +340.9% | +314.3% | +26.6% | +84.5% |
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 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