+186.5%
SYF vs ACGL
+332.0%
-145.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -4.2% | +1.3% | -5.4% | -5.2% |
| 30D | -1.1% | +14.2% | -15.3% | -10.2% |
| 3M | -7.9% | +11.1% | -19.0% | -14.9% |
| 6M | -1.1% | +16.4% | -17.5% | -12.4% |
| YTD | -12.6% | +13.8% | -26.4% | -21.9% |
| 1Y | -2.4% | +21.6% | -23.9% | -17.1% |
| 3Y | +156.6% | +33.5% | +123.1% | +92.9% |
| 5Y | +61.9% | +174.8% | -113.0% | -37.7% |
| 10Y | +186.5% | +330.4% | -143.9% | -28.8% |
| All | +186.5% | +332.0% | -145.6% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling