+159.6%
SYF vs ACGL
+33.8%
+125.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +2.2% | -4.2% | -2.7% |
| 30D | +1.2% | +12.3% | -11.1% | -2.6% |
| 3M | -9.4% | +11.8% | -21.2% | -12.7% |
| 6M | +4.4% | +17.5% | -13.0% | -1.4% |
| YTD | -11.9% | +14.3% | -26.2% | -16.3% |
| 1Y | -0.4% | +18.2% | -18.6% | -6.6% |
| 3Y | +159.6% | +33.2% | +126.4% | +147.5% |
| All | +159.6% | +33.8% | +125.8% | +147.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling