+61.0%
SYF vs ACGL
+173.3%
-112.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.0% | +2.2% | -4.2% | -2.9% |
| 30D | +1.2% | +12.3% | -11.1% | -3.9% |
| 3M | -9.4% | +11.8% | -21.2% | -13.8% |
| 6M | +4.4% | +17.5% | -13.0% | -3.3% |
| YTD | -11.9% | +14.3% | -26.2% | -17.8% |
| 1Y | -0.4% | +18.2% | -18.6% | -8.5% |
| 3Y | +159.6% | +33.2% | +126.4% | +120.8% |
| All | +61.0% | +173.3% | -112.2% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling